+3,005.7%
MPC vs CRL
+686.3%
+2,319.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -2.5% |
| 7D | -12.8% | -16.8% | +4.0% | -7.2% |
| 30D | -12.7% | +2.6% | -15.4% | -13.9% |
| 3M | +27.1% | +20.1% | +7.0% | +18.3% |
| 6M | +45.8% | +68.8% | -23.1% | +18.4% |
| YTD | +134.7% | +56.9% | +77.8% | +91.5% |
| 1Y | +106.0% | +86.7% | +19.4% | +56.8% |
| 3Y | +165.5% | +72.1% | +93.4% | +90.3% |
| 5Y | +540.9% | -16.6% | +557.5% | +504.6% |
| 10Y | +1,133.6% | +359.0% | +774.6% | +353.4% |
| All | +3,005.7% | +686.3% | +2,319.4% | +735.5% |
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 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