-31.8%
MP vs CNP
+7.1%
-38.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +5.8% |
| 7D | -10.5% | -4.2% | -6.3% | -12.9% |
| 30D | -23.5% | +5.5% | -29.1% | -20.1% |
| 3M | -25.4% | +0.6% | -26.0% | -25.2% |
| 6M | -51.3% | -2.8% | -48.4% | -52.0% |
| YTD | -29.9% | +7.9% | -37.8% | -27.3% |
| 1Y | -31.8% | +6.7% | -38.5% | -27.3% |
| All | -31.8% | +7.1% | -38.9% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling