+44.5%
MMM vs CPNG
-76.1%
+120.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.4% | -6.8% | +6.4% | +0.3% |
| 30D | +12.1% | +5.5% | +6.7% | +11.6% |
| 3M | +1.4% | -6.8% | +8.2% | +2.0% |
| 6M | +26.6% | -4.8% | +31.4% | +26.4% |
| YTD | +16.8% | -35.6% | +52.4% | +20.8% |
| 1Y | +10.1% | -46.8% | +56.8% | +16.1% |
| 3Y | +158.4% | -0.8% | +159.2% | +154.1% |
| 5Y | +43.1% | -42.9% | +85.9% | +40.0% |
| All | +44.5% | -76.1% | +120.6% | +40.1% |
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 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