+277.5%
MP vs CNC
+7.3%
+270.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +6.6% |
| 7D | -1.6% | +3.0% | -4.6% | -1.7% |
| 30D | -18.2% | +4.9% | -23.0% | -18.3% |
| 3M | -26.1% | +4.2% | -30.4% | -26.3% |
| 6M | -44.0% | +22.5% | -66.5% | -44.4% |
| YTD | -25.3% | +66.6% | -91.8% | -26.8% |
| 1Y | -35.6% | +82.5% | -118.1% | -37.1% |
| 3Y | +147.1% | -4.1% | +151.1% | +152.7% |
| 5Y | -11.3% | -8.3% | -2.9% | -9.0% |
| All | +277.5% | +7.3% | +270.2% | +291.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling