-9.0%
MDT vs CPNG
-76.2%
+67.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.0% |
| 7D | -3.4% | -1.1% | -2.3% | -3.3% |
| 30D | +0.2% | -7.4% | +7.6% | +0.8% |
| 3M | +14.3% | -12.3% | +26.6% | +15.2% |
| 6M | +4.0% | -19.4% | +23.4% | +5.3% |
| YTD | -3.7% | -35.9% | +32.2% | -0.8% |
| 1Y | -0.4% | -53.4% | +53.1% | +5.4% |
| 3Y | +23.3% | -20.0% | +43.3% | +23.1% |
| 5Y | -18.9% | -49.6% | +30.7% | -20.8% |
| All | -9.0% | -76.2% | +67.2% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling