+642.2%
MPC vs CSGP
-64.7%
+706.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +5.4% | -4.1% | +9.5% | +6.0% |
| 30D | +31.0% | +2.3% | +28.7% | +30.3% |
| 3M | +46.0% | -8.2% | +54.2% | +47.2% |
| 6M | +77.3% | -35.1% | +112.4% | +87.6% |
| YTD | +141.9% | -54.0% | +195.9% | +168.9% |
| 1Y | +120.9% | -65.3% | +186.2% | +159.0% |
| 3Y | +182.7% | -62.6% | +245.2% | +221.5% |
| All | +642.2% | -64.7% | +706.9% | +787.1% |
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