+254.1%
MP vs CNP
+169.5%
+84.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.3% |
| 7D | -10.5% | -4.2% | -6.3% | -9.0% |
| 30D | -23.5% | +5.5% | -29.1% | -25.0% |
| 3M | -25.4% | +0.6% | -26.0% | -25.7% |
| 6M | -51.3% | -2.8% | -48.4% | -51.2% |
| YTD | -29.9% | +7.9% | -37.8% | -33.6% |
| 1Y | -31.8% | +6.7% | -38.5% | -35.1% |
| 3Y | +127.0% | +61.1% | +65.9% | +73.9% |
| 5Y | -3.3% | +73.0% | -76.2% | -26.7% |
| All | +254.1% | +169.5% | +84.6% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling