+120.2%
MPC vs CRBG
+4.4%
+115.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +0.1% |
| 7D | +6.6% | +6.5% | +0.2% | +6.5% |
| 30D | +24.4% | +10.0% | +14.4% | +24.2% |
| 3M | +45.5% | +35.1% | +10.4% | +43.7% |
| 6M | +84.1% | +41.1% | +43.0% | +81.5% |
| YTD | +141.2% | +17.4% | +123.8% | +146.9% |
| All | +120.2% | +4.4% | +115.8% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling