-32.5%
CG vs MDY
+13.9%
-46.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -1.0% |
| 7D | -9.8% | -2.5% | -7.3% | -6.3% |
| 30D | -10.3% | -5.0% | -5.3% | -3.3% |
| 3M | -1.7% | +0.5% | -2.1% | -2.2% |
| 6M | -9.8% | +8.0% | -17.8% | -19.6% |
| YTD | -25.6% | +12.2% | -37.7% | -36.6% |
| 1Y | -32.5% | +14.0% | -46.5% | -43.6% |
| All | -32.5% | +13.9% | -46.5% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling