+445.3%
MP vs CNC
+5.0%
+440.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.4% |
| 7D | -2.9% | +3.5% | -6.4% | -3.0% |
| 30D | +13.8% | +0.1% | +13.7% | +13.8% |
| 3M | -16.7% | +6.9% | -23.6% | -16.9% |
| 6M | -11.5% | +49.0% | -60.5% | -12.7% |
| YTD | +7.9% | +62.9% | -55.0% | +5.9% |
| 1Y | -15.0% | +134.0% | -149.0% | -18.4% |
| 3Y | +153.5% | +9.4% | +144.1% | +153.0% |
| 5Y | +58.7% | +4.1% | +54.5% | +61.0% |
| All | +445.3% | +5.0% | +440.3% | +466.5% |
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