+116.7%
MPC vs CNH
+16.6%
+100.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +11.2% | +3.0% | +8.2% | +11.2% |
| 30D | -14.5% | -0.6% | -13.9% | -14.6% |
| 3M | +16.7% | +14.6% | +2.0% | +17.0% |
| 6M | +67.6% | +11.8% | +55.8% | +67.9% |
| YTD | +157.9% | +30.4% | +127.5% | +149.6% |
| 1Y | +116.7% | +19.1% | +97.6% | +110.1% |
| All | +116.7% | +16.6% | +100.0% | +110.1% |
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