+3,101.0%
MPC vs CPB
+6.1%
+3,094.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.8% |
| 7D | +5.4% | -8.6% | +14.0% | +6.8% |
| 30D | +31.0% | -7.2% | +38.2% | +32.2% |
| 3M | +46.0% | +0.9% | +45.1% | +45.3% |
| 6M | +77.3% | -11.8% | +89.1% | +79.7% |
| YTD | +141.9% | -19.4% | +161.3% | +148.3% |
| 1Y | +120.9% | -30.4% | +151.3% | +132.0% |
| 3Y | +182.7% | -40.2% | +222.8% | +201.6% |
| 5Y | +646.4% | -39.5% | +685.9% | +686.2% |
| 10Y | +1,138.7% | -47.4% | +1,186.1% | +1,244.8% |
| All | +3,101.0% | +6.1% | +3,094.9% | +1,937.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling