+101.9%
MPC vs CRL
+111.4%
-9.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +4.6% |
| 7D | -9.4% | +4.4% | -13.8% | -9.3% |
| 30D | -14.3% | +17.1% | -31.4% | -13.5% |
| 3M | +31.1% | +32.1% | -1.0% | +33.2% |
| 6M | +60.3% | +98.9% | -38.7% | +65.6% |
| YTD | +142.5% | +77.1% | +65.4% | +142.8% |
| All | +101.9% | +111.4% | -9.5% | +99.2% |
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