+237.4%
MP vs CNP
+164.9%
+72.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.1% |
| 7D | -19.0% | -5.3% | -13.7% | -17.3% |
| 30D | -30.5% | +3.7% | -34.1% | -31.3% |
| 3M | -29.6% | -1.1% | -28.5% | -29.4% |
| 6M | -50.4% | -7.1% | -43.3% | -49.5% |
| YTD | -33.2% | +6.0% | -39.2% | -36.3% |
| 1Y | -38.6% | +5.2% | -43.8% | -41.3% |
| 3Y | +105.5% | +57.5% | +47.9% | +58.8% |
| 5Y | -7.8% | +70.0% | -77.9% | -29.8% |
| All | +237.4% | +164.9% | +72.5% | +136.3% |
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 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