+5,967.0%
CF vs MDY
+590.6%
+5,376.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.4% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +14.8% | -1.5% | +16.3% | +16.3% |
| 3M | +14.1% | +0.8% | +13.3% | +12.1% |
| 6M | +28.5% | +7.4% | +21.1% | +15.3% |
| YTD | +74.9% | +15.2% | +59.8% | +45.5% |
| 1Y | +61.7% | +16.5% | +45.1% | +32.2% |
| 3Y | +80.3% | +46.8% | +33.5% | +8.9% |
| 5Y | +226.0% | +46.0% | +179.9% | +89.6% |
| 10Y | +569.9% | +172.1% | +397.8% | +92.3% |
| All | +5,967.0% | +590.6% | +5,376.4% | +588.6% |
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 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