-15.5%
MP vs CPNG
-74.3%
+58.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +2.9% |
| 7D | -3.6% | +7.2% | -10.8% | -6.0% |
| 30D | -21.0% | +3.2% | -24.2% | -22.0% |
| 3M | -33.3% | +0.9% | -34.2% | -33.8% |
| 6M | -45.9% | -3.8% | -42.1% | -45.9% |
| YTD | -27.8% | -30.8% | +2.9% | -21.4% |
| 1Y | -43.2% | -43.5% | +0.3% | -34.3% |
| 3Y | +144.0% | +6.6% | +137.5% | +129.1% |
| 5Y | -6.1% | -45.3% | +39.2% | -5.0% |
| All | -15.5% | -74.3% | +58.8% | -3.1% |
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