+184.8%
MPC vs CRL
+102.9%
+81.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | -8.8% | -1.7% | -7.1% | -8.6% |
| 30D | -14.4% | +14.6% | -29.0% | -15.9% |
| 3M | +21.9% | +24.8% | -2.9% | +18.4% |
| 6M | +60.1% | +94.7% | -34.6% | +45.5% |
| YTD | +142.3% | +73.4% | +69.0% | +122.6% |
| 1Y | +101.7% | +104.7% | -3.0% | +79.1% |
| 3Y | +184.8% | +101.1% | +83.7% | +133.7% |
| All | +184.8% | +102.9% | +81.9% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling