+831.7%
MU vs CPNG
-74.8%
+906.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.1% | +14.0% | +12.4% |
| 7D | +2.0% | -6.2% | +8.2% | +3.8% |
| 30D | -18.0% | +4.6% | -22.6% | -19.2% |
| 3M | -6.6% | -3.1% | -3.5% | -6.5% |
| 6M | +2.0% | -0.9% | +2.9% | +0.8% |
| YTD | +184.5% | -32.2% | +216.7% | +206.8% |
| 1Y | +236.9% | -44.2% | +281.1% | +282.3% |
| 3Y | +987.0% | +4.4% | +982.6% | +938.4% |
| 5Y | +1,014.6% | -45.2% | +1,059.8% | +1,006.5% |
| All | +831.7% | -74.8% | +906.5% | +789.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling