-34.6%
MP vs CNC
+122.0%
-156.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +12.6% | -17.7% | -4.5% |
| 7D | -12.5% | +13.4% | -25.9% | -12.0% |
| 30D | -23.3% | +18.2% | -41.5% | -22.7% |
| 3M | -24.4% | +18.6% | -43.0% | -23.6% |
| 6M | -45.8% | +41.9% | -87.7% | -44.3% |
| YTD | -28.9% | +84.7% | -113.6% | -27.0% |
| 1Y | -34.6% | +110.5% | -145.1% | -30.9% |
| All | -34.6% | +122.0% | -156.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling