-11.8%
CAG vs MDY
+17.9%
-29.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +3.1% | -1.5% | +4.6% | +3.2% |
| 3M | +23.5% | +0.8% | +22.7% | +23.3% |
| 6M | -14.8% | +7.4% | -22.3% | -16.0% |
| YTD | -5.4% | +15.2% | -20.6% | -8.1% |
| 1Y | -11.8% | +16.5% | -28.3% | -14.6% |
| All | -11.8% | +17.9% | -29.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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