+153.3%
MP vs CPNG
-19.5%
+172.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.9% |
| 7D | -2.9% | -7.4% | +4.6% | 0.0% |
| 30D | +13.8% | -4.4% | +18.3% | +15.6% |
| 3M | -16.7% | -7.5% | -9.2% | -14.7% |
| 6M | -11.5% | -19.9% | +8.5% | -5.8% |
| YTD | +7.9% | -35.2% | +43.1% | +23.1% |
| 1Y | -15.0% | -46.8% | +31.7% | +4.3% |
| All | +153.3% | -19.5% | +172.8% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling