+117.2%
MPC vs CRL
+85.3%
+31.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.3% | -0.8% | -8.3% |
| 7D | -10.9% | -12.8% | +1.8% | -11.4% |
| 30D | -9.4% | +5.0% | -14.4% | -8.8% |
| 3M | +26.0% | +39.4% | -13.4% | +29.0% |
| 6M | +56.5% | +89.4% | -32.8% | +61.6% |
| YTD | +144.3% | +63.6% | +80.7% | +146.3% |
| 1Y | +117.2% | +83.5% | +33.8% | +118.1% |
| All | +117.2% | +85.3% | +31.9% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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