+43.4%
MMM vs CNP
+74.5%
-31.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -0.4% | +1.3% | -1.7% | -0.9% |
| 30D | +12.1% | +3.8% | +8.3% | +10.3% |
| 3M | +1.4% | +2.4% | -0.9% | +0.2% |
| 6M | +26.6% | -1.2% | +27.8% | +26.5% |
| YTD | +16.8% | +9.3% | +7.6% | +11.6% |
| 1Y | +10.1% | +6.4% | +3.7% | +6.2% |
| 3Y | +158.4% | +66.4% | +92.1% | +100.8% |
| All | +43.4% | +74.5% | -31.1% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling