-51.1%
CPNG vs MDB
-22.0%
-29.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.8% |
| 7D | -5.4% | -2.8% | -2.7% | -4.7% |
| 30D | -11.1% | -14.9% | +3.8% | -7.8% |
| 3M | -3.0% | +7.3% | -10.3% | -6.3% |
| 6M | -23.5% | +38.2% | -61.7% | -32.6% |
| YTD | -37.8% | -10.9% | -26.9% | -38.8% |
| 1Y | -54.3% | +11.6% | -66.0% | -58.4% |
| 3Y | -20.8% | -0.9% | -19.9% | -33.6% |
| 5Y | -51.1% | -23.5% | -27.6% | -62.1% |
| All | -51.1% | -22.0% | -29.1% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling