+3,099.6%
MMM vs CNP
+1,874.4%
+1,225.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | +6.2% | -4.2% | +10.4% | +7.0% |
| 30D | +14.2% | +5.5% | +8.7% | +12.9% |
| 3M | +2.9% | +0.6% | +2.3% | +2.7% |
| 6M | +27.6% | -2.8% | +30.4% | +28.0% |
| YTD | +17.3% | +7.9% | +9.4% | +15.2% |
| 1Y | +15.1% | +6.7% | +8.4% | +13.3% |
| 3Y | +157.1% | +61.1% | +96.0% | +132.9% |
| 5Y | +45.1% | +73.0% | -27.8% | +29.6% |
| 10Y | +83.9% | +141.9% | -58.0% | +50.9% |
| All | +3,099.6% | +1,874.4% | +1,225.2% | +1,379.1% |
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 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