+2,812.9%
MMM vs CNP
+1,826.3%
+986.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.3% | +1.1% | -4.4% | -3.5% |
| 30D | -7.0% | -1.8% | -5.2% | -6.7% |
| 3M | +10.8% | -4.6% | +15.5% | +11.7% |
| 6M | +5.8% | -8.8% | +14.6% | +7.5% |
| YTD | +6.8% | +5.2% | +1.5% | +5.5% |
| 1Y | +10.4% | +8.3% | +2.1% | +8.4% |
| 3Y | +104.7% | +54.9% | +49.8% | +87.0% |
| 5Y | +23.6% | +73.5% | -49.9% | +10.4% |
| 10Y | +54.1% | +139.1% | -85.0% | +26.9% |
| All | +2,812.9% | +1,826.3% | +986.5% | +1,254.4% |
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