+443.0%
MP vs CNC
+0.3%
+442.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -0.7% | -4.9% | +4.1% | -0.6% |
| 30D | -0.7% | -3.8% | +3.1% | -0.6% |
| 3M | 0.0% | -3.2% | +3.2% | +0.1% |
| 6M | -10.0% | +47.9% | -57.8% | -11.2% |
| YTD | +7.5% | +55.7% | -48.2% | +5.6% |
| 1Y | -14.0% | +106.2% | -120.3% | -16.9% |
| 3Y | +153.5% | -2.1% | +155.6% | +156.1% |
| 5Y | +62.7% | +3.4% | +59.3% | +65.1% |
| All | +443.0% | +0.3% | +442.7% | +464.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling