+1,135.3%
MPC vs CNP
+142.1%
+993.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.8% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -12.2% | +5.0% | -17.2% | -14.9% |
| 3M | +20.1% | +2.7% | +17.4% | +17.8% |
| 6M | +60.6% | -1.9% | +62.5% | +61.0% |
| YTD | +150.6% | +8.8% | +141.8% | +134.0% |
| 1Y | +104.7% | +5.6% | +99.0% | +94.5% |
| 3Y | +194.5% | +63.2% | +131.3% | +101.6% |
| 5Y | +582.3% | +73.8% | +508.5% | +332.0% |
| 10Y | +1,135.3% | +144.0% | +991.3% | +463.4% |
| All | +1,135.3% | +142.1% | +993.2% | +463.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling