+32.1%
MMM vs CPNG
-75.9%
+108.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.3% |
| 7D | -3.3% | -7.4% | +4.1% | -2.6% |
| 30D | -7.0% | -4.4% | -2.6% | -6.7% |
| 3M | +10.8% | -7.5% | +18.3% | +11.1% |
| 6M | +5.8% | -19.9% | +25.7% | +7.2% |
| YTD | +6.8% | -35.2% | +42.0% | +10.4% |
| 1Y | +10.4% | -46.8% | +57.2% | +16.3% |
| 3Y | +104.7% | -20.2% | +124.8% | +104.8% |
| 5Y | +23.6% | -48.4% | +72.0% | +20.4% |
| All | +32.1% | -75.9% | +108.0% | +28.0% |
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