-46.0%
CPNG vs MDB
-41.3%
-4.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.2% |
| 7D | -6.8% | +6.8% | -13.6% | -8.5% |
| 30D | +5.5% | -6.2% | +11.7% | +6.5% |
| 3M | -6.8% | -29.2% | +22.5% | +0.3% |
| 6M | -4.8% | +10.3% | -15.1% | -11.7% |
| YTD | -35.6% | -20.4% | -15.2% | -35.7% |
| 1Y | -46.8% | -4.8% | -41.9% | -50.1% |
| 3Y | -0.8% | -11.6% | +10.8% | -15.4% |
| All | -46.0% | -41.3% | -4.7% | -55.1% |
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