+123.2%
MPC vs CPNG
-50.4%
+173.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +2.2% |
| 7D | +3.9% | -6.3% | +10.1% | +3.8% |
| 30D | +33.8% | -8.7% | +42.5% | +33.6% |
| 3M | +49.9% | -2.4% | +52.3% | +49.8% |
| 6M | +80.9% | -22.3% | +103.3% | +82.3% |
| YTD | +147.4% | -37.2% | +184.6% | +145.3% |
| 1Y | +123.2% | -53.0% | +176.2% | +122.0% |
| All | +123.2% | -50.4% | +173.6% | +122.0% |
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 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