-20.0%
CPNG vs MKC
-31.4%
+11.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +3.0% |
| 7D | -1.1% | -1.5% | +0.3% | -1.0% |
| 30D | -7.4% | -3.1% | -4.2% | -7.0% |
| 3M | -12.3% | +5.2% | -17.5% | -12.8% |
| 6M | -19.4% | -12.8% | -6.6% | -18.7% |
| YTD | -35.9% | -23.3% | -12.6% | -34.7% |
| 1Y | -53.4% | -24.1% | -29.3% | -52.5% |
| 3Y | -20.0% | -32.1% | +12.1% | -16.8% |
| All | -20.0% | -31.4% | +11.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling