-14.9%
MP vs CPNG
-74.8%
+59.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.4% |
| 7D | +2.3% | -6.2% | +8.5% | +4.3% |
| 30D | -15.3% | +4.6% | -19.9% | -16.8% |
| 3M | -33.5% | -3.1% | -30.4% | -33.2% |
| 6M | -45.5% | -0.9% | -44.6% | -45.9% |
| YTD | -27.3% | -32.2% | +4.9% | -20.3% |
| 1Y | -40.7% | -44.2% | +3.5% | -31.2% |
| 3Y | +145.9% | +4.4% | +141.5% | +132.3% |
| 5Y | -13.9% | -45.2% | +31.3% | -12.7% |
| All | -14.9% | -74.8% | +59.9% | -1.8% |
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