+27.6%
MMM vs CPNG
-76.9%
+104.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -3.2% | -5.4% | +2.2% | -2.7% |
| 30D | -10.7% | -11.1% | +0.4% | -9.7% |
| 3M | +4.3% | -3.0% | +7.3% | +4.1% |
| 6M | +5.9% | -23.5% | +29.4% | +7.8% |
| YTD | +3.2% | -37.8% | +41.0% | +7.1% |
| 1Y | +8.0% | -54.3% | +62.3% | +15.7% |
| 3Y | +99.1% | -20.8% | +119.9% | +99.4% |
| 5Y | +25.7% | -51.1% | +76.8% | +22.9% |
| All | +27.6% | -76.9% | +104.5% | +24.1% |
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