+534.5%
MPC vs CPNG
-44.9%
+579.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -16.2% | +13.4% | -29.5% | -17.1% |
| 30D | -15.7% | +10.0% | -25.7% | -16.5% |
| 3M | +24.9% | -0.4% | +25.3% | +24.7% |
| 6M | +52.7% | -8.9% | +61.6% | +53.1% |
| YTD | +131.9% | -30.9% | +162.8% | +138.0% |
| 1Y | +96.6% | -43.8% | +140.5% | +106.3% |
| 3Y | +163.8% | -2.5% | +166.2% | +159.1% |
| All | +534.5% | -44.9% | +579.4% | +499.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling