-16.8%
MP vs CNC
-5.7%
-11.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.0% | +10.9% | +5.0% |
| 7D | -10.5% | +1.9% | -12.4% | -10.6% |
| 30D | -23.5% | +7.3% | -30.8% | -23.7% |
| 3M | -25.4% | +8.6% | -34.1% | -25.6% |
| 6M | -51.3% | +26.0% | -77.3% | -51.5% |
| YTD | -29.9% | +69.5% | -99.4% | -31.1% |
| 1Y | -31.8% | +88.0% | -119.8% | -33.2% |
| 3Y | +127.0% | -2.9% | +129.9% | +135.0% |
| All | -16.8% | -5.7% | -11.0% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling