+29.9%
MCHP vs CPNG
-45.7%
+75.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.0% | -15.2% | -4.7% |
| 7D | -5.4% | +20.8% | -26.2% | -7.8% |
| 30D | -7.5% | +20.1% | -27.6% | -9.9% |
| 3M | -6.0% | +1.6% | -7.7% | -6.3% |
| 6M | -20.1% | -15.8% | -4.2% | -19.6% |
| YTD | +20.2% | -27.7% | +48.0% | +28.7% |
| 1Y | +29.9% | -46.9% | +76.9% | +56.8% |
| All | +29.9% | -45.7% | +75.7% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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