-34.6%
MP vs CPNG
-45.7%
+11.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +12.0% | -17.0% | -9.1% |
| 7D | -12.5% | +20.8% | -33.4% | -18.8% |
| 30D | -23.3% | +20.1% | -43.4% | -28.6% |
| 3M | -24.4% | +1.6% | -26.0% | -25.1% |
| 6M | -45.8% | -15.8% | -29.9% | -43.4% |
| YTD | -28.9% | -27.7% | -1.2% | -21.4% |
| 1Y | -34.6% | -46.9% | +12.3% | +7.3% |
| All | -34.6% | -45.7% | +11.1% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling