+1,079.5%
MPC vs CNP
+138.0%
+941.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.3% |
| 7D | -16.2% | -4.2% | -12.0% | -13.8% |
| 30D | -15.7% | +5.5% | -21.2% | -18.6% |
| 3M | +24.9% | +0.6% | +24.3% | +24.1% |
| 6M | +52.7% | -2.8% | +55.5% | +54.0% |
| YTD | +131.9% | +7.9% | +124.0% | +117.7% |
| 1Y | +96.6% | +6.7% | +90.0% | +85.7% |
| 3Y | +163.8% | +61.1% | +102.6% | +82.3% |
| 5Y | +533.1% | +73.0% | +460.2% | +302.5% |
| All | +1,079.5% | +138.0% | +941.4% | +491.1% |
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