-51.5%
CPNG vs MLM
-16.6%
-34.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.8% |
| 7D | -7.4% | -2.9% | -4.5% | -6.6% |
| 30D | -4.4% | -6.8% | +2.4% | -2.4% |
| 3M | -7.5% | -11.2% | +3.7% | -5.2% |
| 6M | -19.9% | -21.8% | +1.9% | -15.1% |
| YTD | -35.2% | -17.0% | -18.2% | -32.2% |
| All | -51.5% | -16.6% | -34.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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