+104.8%
MMM vs CPNG
-19.7%
+124.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -1.6% | -6.3% | +4.7% | -0.9% |
| 30D | -8.0% | -8.7% | +0.7% | -7.1% |
| 3M | +9.4% | -2.4% | +11.8% | +8.8% |
| 6M | +10.2% | -22.3% | +32.6% | +12.7% |
| YTD | +6.1% | -37.2% | +43.3% | +12.4% |
| 1Y | +10.8% | -53.0% | +63.8% | +23.8% |
| 3Y | +104.8% | -20.0% | +124.8% | +98.3% |
| All | +104.8% | -19.7% | +124.5% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling