+1,079.5%
MPC vs CRL
+386.8%
+692.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.0% | -3.6% |
| 7D | -16.2% | -6.1% | -10.1% | -14.7% |
| 30D | -15.7% | +12.4% | -28.1% | -19.0% |
| 3M | +24.9% | +27.1% | -2.2% | +15.1% |
| 6M | +52.7% | +85.7% | -33.1% | +22.9% |
| YTD | +131.9% | +69.2% | +62.7% | +88.9% |
| 1Y | +96.6% | +97.5% | -0.9% | +51.2% |
| 3Y | +163.8% | +86.1% | +77.7% | +90.1% |
| 5Y | +533.1% | -10.0% | +543.2% | +510.3% |
| All | +1,079.5% | +386.8% | +692.7% | +422.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling