+68.9%
MP vs CNC
+1.4%
+67.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.6% |
| 7D | +3.0% | -1.0% | +4.0% | +3.1% |
| 30D | +8.3% | -1.8% | +10.1% | +8.4% |
| 3M | -3.8% | -0.7% | -3.1% | -3.8% |
| 6M | -4.9% | +47.9% | -52.9% | -6.2% |
| YTD | +9.6% | +56.9% | -47.3% | +7.7% |
| 1Y | -11.7% | +123.9% | -135.6% | -15.2% |
| 3Y | +158.5% | -1.3% | +159.8% | +161.4% |
| 5Y | +68.9% | +2.8% | +66.2% | +61.3% |
| All | +68.9% | +1.4% | +67.5% | +61.3% |
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