+180.6%
MPC vs CSGP
-61.9%
+242.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +5.4% | -4.1% | +9.5% | +5.9% |
| 30D | +31.0% | +2.3% | +28.7% | +30.4% |
| 3M | +46.0% | -8.2% | +54.2% | +47.2% |
| 6M | +77.3% | -35.1% | +112.4% | +86.3% |
| YTD | +141.9% | -54.0% | +195.9% | +166.6% |
| 1Y | +120.9% | -65.3% | +186.2% | +159.9% |
| All | +180.6% | -61.9% | +242.6% | +219.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling