+893.4%
MU vs CPNG
-45.4%
+938.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.0% |
| 7D | -12.0% | +11.7% | -23.7% | -14.9% |
| 30D | -28.7% | +3.8% | -32.5% | -29.6% |
| 3M | -16.4% | +1.2% | -17.6% | -17.3% |
| 6M | -1.8% | -3.3% | +1.5% | -2.5% |
| YTD | +157.1% | -30.4% | +187.5% | +177.1% |
| 1Y | +208.5% | -43.1% | +251.6% | +252.4% |
| 3Y | +906.2% | +8.2% | +897.9% | +845.0% |
| 5Y | +893.4% | -44.7% | +938.1% | +872.9% |
| All | +893.4% | -45.4% | +938.8% | +872.9% |
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