+1,106.2%
MPC vs CNP
+142.6%
+963.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | -9.4% | -4.3% | -5.1% | -6.8% |
| 30D | -14.3% | +5.7% | -20.0% | -17.3% |
| 3M | +31.1% | +0.9% | +30.2% | +30.0% |
| 6M | +60.3% | -1.1% | +61.3% | +59.8% |
| YTD | +142.5% | +8.3% | +134.3% | +127.2% |
| 1Y | +104.6% | +5.9% | +98.7% | +94.1% |
| 3Y | +191.7% | +64.6% | +127.1% | +98.4% |
| 5Y | +549.2% | +74.6% | +474.6% | +309.4% |
| 10Y | +1,106.2% | +139.8% | +966.4% | +452.0% |
| All | +1,106.2% | +142.6% | +963.7% | +452.0% |
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