+3,215.7%
MPC vs CNC
+721.0%
+2,494.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +2.6% | -7.3% | +9.9% | +4.3% |
| 30D | -12.2% | +5.2% | -17.4% | -13.7% |
| 3M | +20.1% | +8.6% | +11.4% | +16.8% |
| 6M | +60.6% | +25.1% | +35.5% | +50.6% |
| YTD | +150.6% | +71.3% | +79.3% | +115.2% |
| 1Y | +104.7% | +99.3% | +5.3% | +69.0% |
| 3Y | +194.5% | -1.9% | +196.4% | +171.9% |
| 5Y | +582.3% | -6.4% | +588.7% | +525.1% |
| 10Y | +1,135.3% | +178.1% | +957.1% | +739.1% |
| All | +3,215.7% | +721.0% | +2,494.8% | +1,285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling