+113.2%
MPC vs CPNG
-47.0%
+160.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.9% | +2.2% |
| 7D | +9.4% | -6.9% | +16.3% | +8.9% |
| 30D | -13.4% | +1.1% | -14.6% | -13.1% |
| 3M | +18.9% | -6.3% | +25.2% | +19.2% |
| 6M | +64.9% | -3.8% | +68.7% | +65.6% |
| YTD | +156.8% | -35.2% | +192.0% | +155.6% |
| 1Y | +113.2% | -47.0% | +160.1% | +117.4% |
| All | +113.2% | -47.0% | +160.2% | +117.4% |
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 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