+1,120.0%
MPC vs CNP
+137.5%
+982.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +5.4% | +1.1% | +4.3% | +4.7% |
| 30D | +31.0% | -1.8% | +32.8% | +32.3% |
| 3M | +46.0% | -4.6% | +50.7% | +49.5% |
| 6M | +77.3% | -8.8% | +86.2% | +86.1% |
| YTD | +141.9% | +5.2% | +136.7% | +131.0% |
| 1Y | +120.9% | +8.3% | +112.6% | +106.3% |
| 3Y | +182.7% | +54.9% | +127.8% | +100.2% |
| 5Y | +646.4% | +73.5% | +572.9% | +370.5% |
| All | +1,120.0% | +137.5% | +982.4% | +448.7% |
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