+711.3%
MPC vs CPNG
-75.9%
+787.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.9% | +2.8% |
| 7D | +9.4% | -6.9% | +16.3% | +9.9% |
| 30D | -13.4% | +1.1% | -14.6% | -13.7% |
| 3M | +18.9% | -6.3% | +25.2% | +19.2% |
| 6M | +64.9% | -3.8% | +68.7% | +64.3% |
| YTD | +156.8% | -35.2% | +192.0% | +164.0% |
| 1Y | +113.2% | -47.0% | +160.1% | +123.3% |
| 3Y | +201.8% | -0.2% | +202.0% | +196.4% |
| 5Y | +601.4% | -42.5% | +643.8% | +577.6% |
| All | +711.3% | -75.9% | +787.2% | +668.0% |
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