-50.5%
CPNG vs MXL
+40.1%
-90.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.5% | -4.5% | +2.1% |
| 7D | -1.1% | +18.9% | -20.0% | -3.5% |
| 30D | -7.4% | +0.3% | -7.7% | -8.0% |
| 3M | -12.3% | -8.0% | -4.3% | -14.7% |
| 6M | -19.4% | +341.2% | -360.7% | -44.7% |
| YTD | -35.9% | +327.8% | -363.7% | -56.0% |
| 1Y | -53.4% | +364.9% | -418.3% | -69.0% |
| 3Y | -20.0% | +229.2% | -249.2% | -50.0% |
| All | -50.5% | +40.1% | -90.5% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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