+267.3%
MP vs CNP
+171.7%
+95.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | -15.3% | +5.0% | -20.3% | -16.7% |
| 3M | -33.5% | +2.7% | -36.2% | -34.2% |
| 6M | -45.5% | -1.9% | -43.6% | -45.7% |
| YTD | -27.3% | +8.8% | -36.1% | -31.3% |
| 1Y | -40.7% | +5.6% | -46.4% | -43.3% |
| 3Y | +145.9% | +63.2% | +82.6% | +87.4% |
| 5Y | -13.9% | +73.8% | -87.7% | -34.9% |
| All | +267.3% | +171.7% | +95.6% | +154.9% |
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