+117.2%
MPC vs CNC
+122.0%
-4.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +12.6% | -20.8% | -8.5% |
| 7D | -10.9% | +13.4% | -24.3% | -11.3% |
| 30D | -9.4% | +18.2% | -27.6% | -10.2% |
| 3M | +26.0% | +18.6% | +7.3% | +24.6% |
| 6M | +56.5% | +41.9% | +14.6% | +52.4% |
| YTD | +144.3% | +84.7% | +59.5% | +131.1% |
| 1Y | +117.2% | +110.5% | +6.7% | +105.4% |
| All | +117.2% | +122.0% | -4.8% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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