+540.9%
MPC vs CSGP
-62.1%
+603.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.7% |
| 7D | -12.8% | +13.9% | -26.7% | -14.3% |
| 30D | -12.7% | +16.0% | -28.7% | -14.8% |
| 3M | +27.1% | +6.1% | +21.0% | +25.3% |
| 6M | +45.8% | -8.2% | +54.0% | +46.2% |
| YTD | +134.7% | -52.3% | +187.0% | +157.8% |
| 1Y | +106.0% | -54.5% | +160.5% | +128.0% |
| 3Y | +165.5% | -58.6% | +224.1% | +195.5% |
| 5Y | +540.9% | -61.5% | +602.4% | +657.1% |
| All | +540.9% | -62.1% | +603.0% | +657.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling