+83.0%
MMM vs CNP
+142.6%
-59.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +5.8% | -4.3% | +10.1% | +7.2% |
| 30D | +17.9% | +5.7% | +12.2% | +15.5% |
| 3M | +3.6% | +0.9% | +2.7% | +3.0% |
| 6M | +32.9% | -1.1% | +34.0% | +32.8% |
| YTD | +19.5% | +8.3% | +11.2% | +15.5% |
| 1Y | +16.5% | +5.9% | +10.6% | +13.4% |
| 3Y | +167.2% | +64.6% | +102.5% | +120.7% |
| 5Y | +48.2% | +74.6% | -26.4% | +19.7% |
| 10Y | +83.0% | +139.8% | -56.8% | +28.5% |
| All | +83.0% | +142.6% | -59.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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