-40.7%
MP vs CNH
+31.1%
-71.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.1% | +0.2% |
| 7D | +2.3% | +6.7% | -4.4% | +0.6% |
| 30D | -15.3% | +7.2% | -22.5% | -16.8% |
| 3M | -33.5% | +17.5% | -51.0% | -36.7% |
| 6M | -45.5% | +15.0% | -60.5% | -48.0% |
| YTD | -27.3% | +36.8% | -64.1% | -34.2% |
| 1Y | -40.7% | +27.6% | -68.3% | -46.5% |
| All | -40.7% | +31.1% | -71.8% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling