+117.2%
MPC vs CNH
+15.2%
+102.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.2% | -7.9% | -8.1% |
| 7D | -10.9% | +6.5% | -17.4% | -10.8% |
| 30D | -9.4% | -12.0% | +2.5% | -9.8% |
| 3M | +26.0% | +4.4% | +21.6% | +26.2% |
| 6M | +56.5% | +15.7% | +40.8% | +57.0% |
| YTD | +144.3% | +28.2% | +116.0% | +142.0% |
| 1Y | +117.2% | +14.8% | +102.5% | +114.4% |
| All | +117.2% | +15.2% | +102.0% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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