+445.3%
MP vs CNP
+162.9%
+282.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | -2.9% | +1.1% | -3.9% | -3.2% |
| 30D | +13.8% | -1.8% | +15.6% | +14.3% |
| 3M | -16.7% | -4.6% | -12.1% | -16.0% |
| 6M | -11.5% | -8.8% | -2.6% | -9.4% |
| YTD | +7.9% | +5.2% | +2.7% | +3.1% |
| 1Y | -15.0% | +8.3% | -23.3% | -20.3% |
| 3Y | +153.5% | +54.9% | +98.6% | +97.2% |
| 5Y | +58.7% | +73.5% | -14.8% | +20.1% |
| All | +445.3% | +162.9% | +282.4% | +282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling