-18.0%
MP vs CPNG
-74.3%
+56.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | -10.5% | +13.4% | -23.9% | -14.2% |
| 30D | -23.5% | +10.0% | -33.5% | -26.0% |
| 3M | -25.4% | -0.4% | -25.1% | -25.8% |
| 6M | -51.3% | -8.9% | -42.3% | -50.4% |
| YTD | -29.9% | -30.9% | +1.0% | -23.6% |
| 1Y | -31.8% | -43.8% | +12.0% | -21.1% |
| 3Y | +127.0% | -2.5% | +129.4% | +118.2% |
| 5Y | -3.3% | -45.6% | +42.3% | -2.0% |
| All | -18.0% | -74.3% | +56.4% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling