-7.8%
MP vs CNH
-17.9%
+10.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.9% | -2.1% | -3.9% |
| 7D | -19.0% | -0.4% | -18.6% | -18.9% |
| 30D | -30.5% | -15.2% | -15.3% | -24.1% |
| 3M | -29.6% | +4.3% | -33.8% | -33.1% |
| 6M | -50.4% | +10.1% | -60.5% | -55.4% |
| YTD | -33.2% | +23.2% | -56.4% | -45.2% |
| 1Y | -38.6% | +8.5% | -47.1% | -45.8% |
| 3Y | +105.5% | +4.1% | +101.4% | +73.5% |
| 5Y | -7.8% | -17.8% | +10.0% | -9.1% |
| All | -7.8% | -17.9% | +10.1% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling