+1,135.3%
MPC vs CRL
+358.0%
+777.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.7% |
| 7D | +2.6% | +5.0% | -2.4% | +1.0% |
| 30D | -12.2% | +13.5% | -25.7% | -15.9% |
| 3M | +20.1% | +21.5% | -1.5% | +12.2% |
| 6M | +60.6% | +103.4% | -42.8% | +25.7% |
| YTD | +150.6% | +71.8% | +78.8% | +103.2% |
| 1Y | +104.7% | +97.5% | +7.1% | +57.5% |
| 3Y | +194.5% | +99.2% | +95.2% | +106.6% |
| 5Y | +582.3% | -12.1% | +594.4% | +570.4% |
| 10Y | +1,135.3% | +359.2% | +776.1% | +466.9% |
| All | +1,135.3% | +358.0% | +777.2% | +466.9% |
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