+306.8%
CFG vs MDY
+170.4%
+136.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +0.6% |
| 7D | -0.6% | -0.8% | +0.2% | +0.5% |
| 30D | -4.5% | -3.9% | -0.7% | +0.7% |
| 3M | +6.3% | 0.0% | +6.4% | +6.3% |
| 6M | +20.6% | +8.5% | +12.1% | +7.5% |
| YTD | +21.2% | +13.2% | +8.0% | +2.2% |
| 1Y | +38.2% | +15.0% | +23.2% | +14.0% |
| 3Y | +185.9% | +49.6% | +136.4% | +67.0% |
| 5Y | +97.0% | +46.0% | +51.0% | +19.2% |
| 10Y | +306.8% | +176.4% | +130.5% | +10.3% |
| All | +306.8% | +170.4% | +136.4% | +10.3% |
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