+1,319.3%
MU vs CPNG
-53.2%
+1,372.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.7% |
| 7D | +7.2% | -6.3% | +13.4% | +9.1% |
| 30D | +14.0% | -8.7% | +22.7% | +16.6% |
| 3M | +5.4% | -2.4% | +7.8% | +4.9% |
| 6M | +170.3% | -22.3% | +192.6% | +184.6% |
| YTD | +250.7% | -37.2% | +287.9% | +290.6% |
| 1Y | +662.1% | -53.0% | +715.1% | +820.4% |
| 3Y | +1,341.2% | -20.0% | +1,361.2% | +1,368.5% |
| 5Y | +1,319.3% | -52.8% | +1,372.1% | +1,365.1% |
| All | +1,319.3% | -53.2% | +1,372.5% | +1,365.1% |
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 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