+120.9%
MPC vs CPNG
-45.9%
+166.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +5.4% | -7.4% | +12.9% | +5.3% |
| 30D | +31.0% | -4.4% | +35.4% | +30.9% |
| 3M | +46.0% | -7.5% | +53.5% | +46.1% |
| 6M | +77.3% | -19.9% | +97.3% | +78.6% |
| YTD | +141.9% | -35.2% | +177.1% | +141.1% |
| 1Y | +120.9% | -46.8% | +167.7% | +121.3% |
| All | +120.9% | -45.9% | +166.8% | +121.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling