+104.7%
MPC vs CRL
+101.9%
+2.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.4% |
| 7D | +2.6% | +5.0% | -2.4% | +2.7% |
| 30D | -12.2% | +13.5% | -25.7% | -11.3% |
| 3M | +20.1% | +21.5% | -1.5% | +21.7% |
| 6M | +60.6% | +103.4% | -42.8% | +66.5% |
| YTD | +150.6% | +71.8% | +78.8% | +151.0% |
| 1Y | +104.7% | +97.5% | +7.1% | +103.5% |
| All | +104.7% | +101.9% | +2.7% | +103.5% |
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