-15.1%
MP vs CNP
+73.6%
-88.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.3% |
| 7D | -10.5% | -4.2% | -6.3% | -8.9% |
| 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% | -34.3% |
| 1Y | -31.8% | +6.7% | -38.5% | -35.8% |
| 3Y | +127.0% | +61.1% | +65.9% | +61.9% |
| All | -15.1% | +73.6% | -88.6% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling