-43.5%
CAG vs MDY
+46.3%
-89.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -5.7% | -1.9% | -3.8% | -5.3% |
| 30D | -2.4% | -4.6% | +2.2% | -1.5% |
| 3M | +9.8% | -1.2% | +11.0% | +10.0% |
| 6M | -10.8% | +9.2% | -20.1% | -12.7% |
| YTD | -10.8% | +13.1% | -23.9% | -13.5% |
| 1Y | -19.0% | +13.0% | -32.0% | -21.4% |
| 3Y | -39.7% | +49.2% | -88.9% | -46.1% |
| All | -43.5% | +46.3% | -89.8% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling