+1,120.0%
MPC vs CRL
+247.0%
+873.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +5.4% | -1.0% | +6.5% | +5.7% |
| 30D | +31.0% | +10.7% | +20.3% | +26.8% |
| 3M | +46.0% | +55.3% | -9.3% | +25.6% |
| 6M | +77.3% | +60.7% | +16.7% | +48.3% |
| YTD | +141.9% | +44.6% | +97.3% | +108.0% |
| 1Y | +120.9% | +77.7% | +43.2% | +74.5% |
| 3Y | +182.7% | +37.6% | +145.1% | +127.7% |
| 5Y | +646.4% | -35.8% | +682.3% | +736.8% |
| All | +1,120.0% | +247.0% | +873.0% | +422.7% |
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