+1,371.2%
MU vs CPNG
-15.6%
+1,386.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.5% |
| 7D | +9.0% | -7.4% | +16.4% | +11.4% |
| 30D | +13.8% | -4.4% | +18.3% | +15.0% |
| 3M | +2.1% | -7.5% | +9.6% | +3.0% |
| 6M | +153.8% | -19.9% | +173.8% | +164.5% |
| YTD | +256.4% | -35.2% | +291.6% | +297.2% |
| 1Y | +719.8% | -46.8% | +766.5% | +871.0% |
| All | +1,371.2% | -15.6% | +1,386.8% | +1,428.4% |
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