+53.8%
MMM vs CNP
+135.4%
-81.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.0% |
| 7D | -1.6% | +1.6% | -3.2% | -2.2% |
| 30D | -8.0% | -0.8% | -7.2% | -7.8% |
| 3M | +9.4% | -3.6% | +12.9% | +10.5% |
| 6M | +10.2% | -6.9% | +17.2% | +12.6% |
| YTD | +6.1% | +6.4% | -0.3% | +3.3% |
| 1Y | +10.8% | +9.9% | +0.8% | +6.5% |
| 3Y | +104.8% | +53.1% | +51.7% | +73.8% |
| 5Y | +27.0% | +72.0% | -44.9% | +3.3% |
| 10Y | +53.8% | +131.5% | -77.7% | +7.2% |
| All | +53.8% | +135.4% | -81.6% | +7.2% |
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