+664.2%
MPC vs CPNG
-75.9%
+740.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +5.4% | -7.4% | +12.9% | +6.1% |
| 30D | +31.0% | -4.4% | +35.4% | +31.4% |
| 3M | +46.0% | -7.5% | +53.5% | +46.5% |
| 6M | +77.3% | -19.9% | +97.3% | +79.6% |
| YTD | +141.9% | -35.2% | +177.1% | +149.3% |
| 1Y | +120.9% | -46.8% | +167.7% | +131.6% |
| 3Y | +182.7% | -20.2% | +202.8% | +183.3% |
| 5Y | +646.4% | -48.4% | +694.9% | +623.5% |
| All | +664.2% | -75.9% | +740.2% | +625.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling