+2,968.0%
MPC vs CRL
+747.8%
+2,220.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.0% | -3.9% |
| 7D | -16.2% | -6.1% | -10.1% | -14.5% |
| 30D | -15.7% | +12.4% | -28.1% | -19.5% |
| 3M | +24.9% | +27.1% | -2.2% | +13.9% |
| 6M | +52.7% | +85.7% | -33.1% | +19.8% |
| YTD | +131.9% | +69.2% | +62.7% | +84.1% |
| 1Y | +96.6% | +97.5% | -0.9% | +46.7% |
| 3Y | +163.8% | +86.1% | +77.7% | +83.8% |
| 5Y | +533.1% | -10.0% | +543.2% | +481.3% |
| 10Y | +1,118.6% | +395.0% | +723.7% | +336.0% |
| All | +2,968.0% | +747.8% | +2,220.2% | +703.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling