+104.7%
MPC vs CNH
+31.1%
+73.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.4% |
| 7D | +2.6% | +6.7% | -4.1% | +2.4% |
| 30D | -12.2% | +7.2% | -19.4% | -12.3% |
| 3M | +20.1% | +17.5% | +2.6% | +20.3% |
| 6M | +60.6% | +15.0% | +45.6% | +61.0% |
| YTD | +150.6% | +36.8% | +113.8% | +144.9% |
| 1Y | +104.7% | +27.6% | +77.0% | +99.7% |
| All | +104.7% | +31.1% | +73.6% | +99.7% |
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