+79.6%
MMM vs CNP
+143.3%
-63.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +7.0% | -3.0% | +10.0% | +7.9% |
| 30D | +18.4% | +6.8% | +11.5% | +15.6% |
| 3M | +4.5% | +3.6% | +0.8% | +3.0% |
| 6M | +33.4% | 0.0% | +33.4% | +32.8% |
| YTD | +20.0% | +9.4% | +10.6% | +15.5% |
| 1Y | +15.0% | +6.8% | +8.2% | +11.6% |
| 3Y | +165.0% | +64.2% | +100.8% | +119.2% |
| 5Y | +47.9% | +76.0% | -28.1% | +19.1% |
| 10Y | +79.6% | +143.3% | -63.7% | +23.1% |
| All | +79.6% | +143.3% | -63.7% | +23.1% |
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