+3,164.0%
MMM vs CNP
+1,890.9%
+1,273.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +17.4% | +5.0% | +12.3% | +16.2% |
| 3M | +3.6% | +2.7% | +0.9% | +2.9% |
| 6M | +33.0% | -1.9% | +34.9% | +33.2% |
| YTD | +19.6% | +8.8% | +10.9% | +17.3% |
| 1Y | +14.0% | +5.6% | +8.4% | +12.4% |
| 3Y | +164.3% | +63.2% | +101.1% | +138.9% |
| 5Y | +49.3% | +73.8% | -24.4% | +33.3% |
| 10Y | +78.4% | +144.0% | -65.7% | +46.1% |
| All | +3,164.0% | +1,890.9% | +1,273.1% | +1,406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling