-18.3%
MDT vs CPNG
-51.9%
+33.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | -5.4% | +3.8% | -1.1% |
| 30D | +1.0% | -11.1% | +12.1% | +2.0% |
| 3M | +15.2% | -3.0% | +18.2% | +15.1% |
| 6M | +3.7% | -23.5% | +27.2% | +5.5% |
| YTD | -3.0% | -37.8% | +34.8% | +0.5% |
| 1Y | +2.5% | -54.3% | +56.8% | +9.2% |
| 3Y | +26.5% | -20.8% | +47.2% | +26.1% |
| 5Y | -18.3% | -51.1% | +32.8% | -19.9% |
| All | -18.3% | -51.9% | +33.6% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling