+206.6%
CFG vs MDY
+165.7%
+41.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.8% |
| 7D | +1.6% | +3.0% | -1.4% | -2.5% |
| 30D | +3.3% | +0.8% | +2.5% | +2.0% |
| 3M | -11.5% | -5.1% | -6.4% | -5.1% |
| 6M | +6.2% | +1.2% | +5.1% | +4.2% |
| YTD | +14.3% | +12.5% | +1.8% | -3.0% |
| 1Y | +26.7% | +13.8% | +13.0% | +5.9% |
| 3Y | +187.8% | +56.4% | +131.3% | +56.8% |
| 5Y | +61.3% | +35.3% | +26.0% | +8.6% |
| All | +206.6% | +165.7% | +41.0% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling