+349.8%
MPC vs CRBG
+117.3%
+232.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | +14.0% | +2.6% | +11.4% | +13.0% |
| 3M | +52.2% | +24.0% | +28.2% | +42.1% |
| 6M | +75.8% | +50.5% | +25.3% | +52.5% |
| YTD | +146.3% | +17.1% | +129.1% | +132.5% |
| 1Y | +120.8% | +5.9% | +114.9% | +115.3% |
| 3Y | +172.6% | +122.7% | +49.9% | +97.6% |
| All | +349.8% | +117.3% | +232.5% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling