-53.4%
CPNG vs MDB
+7.4%
-60.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.9% |
| 30D | -7.4% | -17.3% | +9.9% | -5.1% |
| 3M | -12.3% | +2.2% | -14.5% | -13.7% |
| 6M | -19.4% | +33.9% | -53.3% | -24.6% |
| YTD | -35.9% | -13.7% | -22.2% | -36.6% |
| 1Y | -53.4% | +9.1% | -62.5% | -55.7% |
| All | -53.4% | +7.4% | -60.8% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling