+642.2%
MPC vs CNP
+73.1%
+569.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +5.4% | +1.1% | +4.3% | +5.1% |
| 30D | +31.0% | -1.8% | +32.8% | +31.5% |
| 3M | +46.0% | -4.6% | +50.7% | +47.4% |
| 6M | +77.3% | -8.8% | +86.2% | +81.1% |
| YTD | +141.9% | +5.2% | +136.7% | +136.8% |
| 1Y | +120.9% | +8.3% | +112.6% | +114.1% |
| 3Y | +182.7% | +54.9% | +127.8% | +138.7% |
| All | +642.2% | +73.1% | +569.1% | +519.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling