+228.8%
MU vs CPNG
-47.2%
+276.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | +12.8% | -6.8% | +19.6% | +14.3% |
| 30D | -14.9% | +5.5% | -20.3% | -15.9% |
| 3M | -18.0% | -6.8% | -11.3% | -16.8% |
| 6M | -3.1% | -4.8% | +1.7% | -4.2% |
| YTD | +172.9% | -35.6% | +208.5% | +221.2% |
| 1Y | +228.8% | -46.8% | +275.6% | +341.8% |
| All | +228.8% | -47.2% | +276.1% | +341.8% |
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 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