+120.9%
MPC vs CNH
+29.2%
+91.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.3% |
| 7D | +5.4% | +23.3% | -17.8% | +5.4% |
| 30D | +31.0% | +33.5% | -2.5% | +31.2% |
| 3M | +46.0% | +32.7% | +13.3% | +46.4% |
| 6M | +77.3% | +22.2% | +55.1% | +81.5% |
| YTD | +141.9% | +57.7% | +84.2% | +135.5% |
| 1Y | +120.9% | +28.0% | +92.9% | +124.4% |
| All | +120.9% | +29.2% | +91.7% | +124.4% |
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