-10.9%
MP vs CPNG
-43.2%
+32.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +9.5% | -6.8% | +16.2% | +11.9% |
| 30D | -3.0% | +5.5% | -8.5% | -5.2% |
| 3M | -30.4% | -6.8% | -23.6% | -29.3% |
| 6M | -39.2% | -4.8% | -34.4% | -39.0% |
| YTD | -23.3% | -35.6% | +12.3% | -14.0% |
| 1Y | -32.6% | -46.8% | +14.1% | -19.7% |
| 3Y | +159.3% | -0.8% | +160.0% | +146.0% |
| All | -10.9% | -43.2% | +32.3% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling