+1,171.8%
MPC vs CRL
+350.3%
+821.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | +11.2% | +0.1% | +11.1% | +11.2% |
| 30D | -14.5% | +11.9% | -26.4% | -17.7% |
| 3M | +16.7% | +20.2% | -3.5% | +9.3% |
| 6M | +67.6% | +107.5% | -40.0% | +30.3% |
| YTD | +157.9% | +69.4% | +88.5% | +110.0% |
| 1Y | +116.7% | +99.7% | +16.9% | +66.0% |
| 3Y | +199.8% | +98.8% | +101.0% | +110.1% |
| 5Y | +604.4% | -12.4% | +616.8% | +590.6% |
| All | +1,171.8% | +350.3% | +821.5% | +483.4% |
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