+3,005.7%
MPC vs CNP
+262.7%
+2,743.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -2.3% |
| 7D | -12.8% | -5.3% | -7.5% | -9.6% |
| 30D | -12.7% | +3.7% | -16.4% | -14.7% |
| 3M | +27.1% | -1.1% | +28.2% | +27.6% |
| 6M | +45.8% | -7.1% | +52.9% | +51.4% |
| YTD | +134.7% | +6.0% | +128.7% | +122.8% |
| 1Y | +106.0% | +5.2% | +100.9% | +96.4% |
| 3Y | +165.5% | +57.5% | +108.0% | +86.9% |
| 5Y | +540.9% | +70.0% | +470.9% | +315.5% |
| 10Y | +1,133.6% | +137.8% | +995.8% | +482.8% |
| All | +3,005.7% | +262.7% | +2,743.0% | +820.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling