+1,658.3%
MPC vs CNH
+64.7%
+1,593.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -1.6% |
| 7D | +5.4% | +23.3% | -17.8% | -4.7% |
| 30D | +31.0% | +33.5% | -2.5% | +13.3% |
| 3M | +46.0% | +32.7% | +13.3% | +25.0% |
| 6M | +77.3% | +22.2% | +55.1% | +54.6% |
| YTD | +141.9% | +57.7% | +84.2% | +84.4% |
| 1Y | +120.9% | +28.0% | +92.9% | +85.9% |
| 3Y | +182.7% | +11.5% | +171.2% | +143.9% |
| 5Y | +646.4% | +11.9% | +634.6% | +509.2% |
| 10Y | +1,138.7% | +162.8% | +975.9% | +523.0% |
| All | +1,658.3% | +64.7% | +1,593.7% | +829.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling