-69.2%
CPNG vs MDB
+10.3%
-79.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.2% |
| 7D | -6.8% | +6.8% | -13.6% | -8.4% |
| 30D | +5.5% | -6.2% | +11.7% | +6.4% |
| 3M | -6.8% | -29.2% | +22.5% | 0.0% |
| 6M | -4.8% | +10.3% | -15.1% | -11.2% |
| YTD | -35.6% | -20.4% | -15.2% | -35.6% |
| 1Y | -46.8% | -4.8% | -41.9% | -49.9% |
| 3Y | -0.8% | -11.6% | +10.8% | -14.3% |
| 5Y | -42.9% | -41.0% | -1.8% | -54.6% |
| All | -69.2% | +10.3% | -79.5% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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