+252.0%
CAG vs MDY
+2,615.3%
-2,363.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -6.6% | -0.8% | -5.8% | -6.4% |
| 30D | +2.3% | -3.9% | +6.2% | +3.6% |
| 3M | +16.3% | 0.0% | +16.4% | +16.2% |
| 6M | -16.0% | +8.5% | -24.6% | -18.5% |
| YTD | -7.7% | +13.2% | -20.9% | -11.8% |
| 1Y | -16.0% | +15.0% | -31.1% | -20.3% |
| 3Y | -37.7% | +49.6% | -87.3% | -46.5% |
| 5Y | -41.2% | +46.0% | -87.2% | -49.8% |
| 10Y | -33.8% | +176.4% | -210.2% | -56.0% |
| All | +252.0% | +2,615.3% | -2,363.3% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling