-32.7%
CPNG vs MDLN
+4.5%
-37.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -7.4% | +3.7% | -11.2% | -8.3% |
| 30D | -4.4% | -0.2% | -4.2% | -4.6% |
| 3M | -7.5% | +6.2% | -13.7% | -10.0% |
| 6M | -19.9% | -14.7% | -5.3% | -16.2% |
| YTD | -35.2% | -12.9% | -22.3% | -31.5% |
| All | -32.7% | +4.5% | -37.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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