+199.8%
MPC vs CPNG
-1.0%
+200.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +11.2% | -6.8% | +18.0% | +11.5% |
| 30D | -14.5% | +5.5% | -20.0% | -14.8% |
| 3M | +16.7% | -6.8% | +23.4% | +17.1% |
| 6M | +67.6% | -4.8% | +72.4% | +67.2% |
| YTD | +157.9% | -35.6% | +193.5% | +167.8% |
| 1Y | +116.7% | -46.8% | +163.4% | +131.1% |
| 3Y | +199.8% | -0.8% | +200.5% | +204.0% |
| All | +199.8% | -1.0% | +200.7% | +204.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling