-50.5%
CPNG vs MKC
-33.0%
-17.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +3.0% |
| 7D | -1.1% | -1.5% | +0.3% | -0.9% |
| 30D | -7.4% | -3.1% | -4.2% | -6.9% |
| 3M | -12.3% | +5.2% | -17.5% | -13.1% |
| 6M | -19.4% | -12.8% | -6.6% | -18.1% |
| YTD | -35.9% | -23.3% | -12.6% | -33.7% |
| 1Y | -53.4% | -24.1% | -29.3% | -51.8% |
| 3Y | -20.0% | -32.1% | +12.1% | -15.3% |
| All | -50.5% | -33.0% | -17.4% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling