+1,120.0%
MPC vs CSGP
+45.2%
+1,074.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.1% |
| 7D | +5.4% | -4.1% | +9.5% | +6.8% |
| 30D | +31.0% | +2.3% | +28.7% | +29.5% |
| 3M | +46.0% | -8.2% | +54.2% | +48.3% |
| 6M | +77.3% | -35.1% | +112.4% | +100.7% |
| YTD | +141.9% | -54.0% | +195.9% | +203.7% |
| 1Y | +120.9% | -65.3% | +186.2% | +206.3% |
| 3Y | +182.7% | -62.6% | +245.2% | +268.8% |
| 5Y | +646.4% | -64.8% | +711.3% | +866.2% |
| All | +1,120.0% | +45.2% | +1,074.8% | +779.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling