+96.6%
MPC vs CNH
+11.5%
+85.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.2% |
| 7D | -16.2% | -1.7% | -14.5% | -16.2% |
| 30D | -15.7% | -7.2% | -8.5% | -15.9% |
| 3M | +24.9% | +6.5% | +18.4% | +25.2% |
| 6M | +52.7% | +7.9% | +44.8% | +53.1% |
| YTD | +131.9% | +26.6% | +105.3% | +128.3% |
| 1Y | +96.6% | +13.8% | +82.9% | +93.2% |
| All | +96.6% | +11.5% | +85.2% | +93.2% |
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