-66.9%
CPNG vs MLM
+55.0%
-121.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.2% |
| 7D | +13.4% | -4.1% | +17.5% | +16.0% |
| 30D | +10.0% | +8.2% | +1.8% | +5.6% |
| 3M | -0.4% | -3.6% | +3.2% | +1.5% |
| 6M | -8.9% | -15.6% | +6.6% | -1.5% |
| YTD | -30.9% | -16.4% | -14.5% | -25.5% |
| 1Y | -43.8% | -14.3% | -29.5% | -40.3% |
| 3Y | -2.5% | +19.3% | -21.8% | -19.0% |
| 5Y | -45.6% | +29.6% | -75.2% | -60.9% |
| All | -66.9% | +55.0% | -121.9% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling