+678.1%
MPC vs CPNG
-76.2%
+754.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.6% |
| 7D | +1.8% | -1.1% | +2.9% | +1.9% |
| 30D | +14.0% | -7.4% | +21.4% | +14.6% |
| 3M | +52.2% | -12.3% | +64.6% | +53.5% |
| 6M | +75.8% | -19.4% | +95.2% | +77.9% |
| YTD | +146.3% | -35.9% | +182.2% | +154.0% |
| 1Y | +120.8% | -53.4% | +174.2% | +134.6% |
| 3Y | +172.6% | -20.0% | +192.6% | +173.2% |
| 5Y | +678.2% | -49.6% | +727.8% | +654.5% |
| All | +678.1% | -76.2% | +754.3% | +638.8% |
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