+1,606.0%
MPC vs CNH
+28.6%
+1,577.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.9% | 0.0% | -2.1% |
| 7D | -12.8% | -0.4% | -12.4% | -12.6% |
| 30D | -12.7% | -15.2% | +2.5% | -6.3% |
| 3M | +27.1% | +4.3% | +22.8% | +22.0% |
| 6M | +45.8% | +10.1% | +35.7% | +33.5% |
| YTD | +134.7% | +23.2% | +111.5% | +98.7% |
| 1Y | +106.0% | +8.5% | +97.6% | +84.9% |
| 3Y | +165.5% | +4.1% | +161.4% | +131.6% |
| 5Y | +540.9% | -17.8% | +558.8% | +503.0% |
| 10Y | +1,133.6% | +113.3% | +1,020.3% | +580.6% |
| All | +1,606.0% | +28.6% | +1,577.3% | +901.3% |
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