-69.0%
CPNG vs MDB
+21.7%
-90.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.3% |
| 7D | -7.4% | -17.4% | +10.0% | -3.0% |
| 30D | -4.4% | -2.0% | -2.4% | -4.9% |
| 3M | -7.5% | -3.0% | -4.5% | -8.1% |
| 6M | -19.9% | +48.7% | -68.6% | -30.6% |
| YTD | -35.2% | -12.1% | -23.0% | -35.9% |
| 1Y | -46.8% | +14.5% | -61.3% | -51.7% |
| 3Y | -20.2% | -6.1% | -14.0% | -31.2% |
| 5Y | -48.4% | -27.3% | -21.1% | -60.0% |
| All | -69.0% | +21.7% | -90.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling