+117.2%
MPC vs CSGP
-53.2%
+170.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.1% | -8.1% |
| 7D | -10.9% | +18.3% | -29.2% | -11.0% |
| 30D | -9.4% | +17.8% | -27.2% | -9.3% |
| 3M | +26.0% | +9.3% | +16.7% | +25.9% |
| 6M | +56.5% | -7.9% | +64.4% | +54.7% |
| YTD | +144.3% | -51.5% | +195.8% | +120.7% |
| 1Y | +117.2% | -53.3% | +170.6% | +96.1% |
| All | +117.2% | -53.2% | +170.5% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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