+549.2%
MPC vs CNH
-6.4%
+555.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.9% | -6.3% | +1.6% |
| 7D | -9.4% | +8.6% | -18.0% | -11.5% |
| 30D | -14.3% | +12.6% | -26.9% | -17.2% |
| 3M | +31.1% | +17.5% | +13.6% | +23.6% |
| 6M | +60.3% | +18.1% | +42.2% | +49.4% |
| YTD | +142.5% | +40.4% | +102.1% | +109.1% |
| 1Y | +104.6% | +34.0% | +70.6% | +78.9% |
| 3Y | +191.7% | +35.3% | +156.4% | +146.8% |
| 5Y | +549.2% | -5.1% | +554.3% | +492.4% |
| All | +549.2% | -6.4% | +555.6% | +492.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling