+163.8%
MPC vs CNP
+60.3%
+103.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | -16.2% | -4.2% | -12.0% | -15.8% |
| 30D | -15.7% | +5.5% | -21.2% | -16.1% |
| 3M | +24.9% | +0.6% | +24.3% | +24.8% |
| 6M | +52.7% | -2.8% | +55.5% | +52.8% |
| YTD | +131.9% | +7.9% | +124.0% | +129.0% |
| 1Y | +96.6% | +6.7% | +90.0% | +94.4% |
| 3Y | +163.8% | +61.1% | +102.6% | +130.9% |
| All | +163.8% | +60.3% | +103.5% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling