+264.6%
MP vs CNC
+9.9%
+254.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.3% | +3.0% |
| 7D | -3.6% | +4.0% | -7.6% | -3.8% |
| 30D | -21.0% | +7.4% | -28.4% | -21.2% |
| 3M | -33.3% | +5.4% | -38.7% | -33.4% |
| 6M | -45.9% | +25.4% | -71.4% | -46.3% |
| YTD | -27.8% | +70.6% | -98.4% | -29.3% |
| 1Y | -43.2% | +104.9% | -148.1% | -44.8% |
| 3Y | +144.0% | -2.3% | +146.4% | +149.7% |
| 5Y | -6.1% | -6.5% | +0.4% | -3.8% |
| All | +264.6% | +9.9% | +254.7% | +278.1% |
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