-8.1%
MDT vs CPNG
-76.8%
+68.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.3% | -7.6% | +7.3% | +0.3% |
| 30D | +2.8% | -8.8% | +11.6% | +3.5% |
| 3M | +13.1% | -7.2% | +20.3% | +13.4% |
| 6M | +2.3% | -21.5% | +23.9% | +3.8% |
| YTD | -2.7% | -37.4% | +34.7% | +0.4% |
| 1Y | +0.9% | -54.3% | +55.2% | +6.8% |
| 3Y | +26.8% | -20.3% | +47.1% | +26.6% |
| 5Y | -19.5% | -51.2% | +31.8% | -21.2% |
| All | -8.1% | -76.8% | +68.7% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling