+5,331.8%
CF vs MDY
+558.5%
+4,773.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | 0.0% |
| 7D | -3.2% | -1.7% | -1.5% | -2.0% |
| 30D | +4.3% | -0.9% | +5.2% | +4.6% |
| 3M | +2.8% | -5.7% | +8.5% | +8.0% |
| 6M | +0.6% | -2.9% | +3.5% | +1.5% |
| YTD | +56.6% | +9.8% | +46.8% | +35.6% |
| 1Y | +49.6% | +13.5% | +36.1% | +24.9% |
| 3Y | +61.5% | +51.9% | +9.6% | -7.0% |
| 5Y | +124.0% | +32.0% | +91.9% | +44.3% |
| 10Y | +573.2% | +176.5% | +396.7% | +86.8% |
| All | +5,331.8% | +558.5% | +4,773.3% | +542.0% |
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