-69.0%
CPNG vs MTSI
+321.4%
-390.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.4% |
| 7D | -7.4% | +1.4% | -8.8% | -7.9% |
| 30D | -4.4% | +2.1% | -6.5% | -6.2% |
| 3M | -7.5% | -29.7% | +22.2% | +0.4% |
| 6M | -19.9% | +12.5% | -32.5% | -27.4% |
| YTD | -35.2% | +57.0% | -92.2% | -48.7% |
| 1Y | -46.8% | +103.9% | -150.7% | -62.6% |
| 3Y | -20.2% | +223.6% | -243.7% | -58.8% |
| 5Y | -48.4% | +321.6% | -370.0% | -78.6% |
| All | -69.0% | +321.4% | -390.3% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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