+5.5%
CG vs MDY
+45.8%
-40.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -2.4% |
| 7D | -6.4% | -0.8% | -5.7% | -5.3% |
| 30D | -7.1% | -3.9% | -3.2% | -1.2% |
| 3M | -1.6% | 0.0% | -1.5% | -1.4% |
| 6M | -8.3% | +8.5% | -16.9% | -19.3% |
| YTD | -23.8% | +13.2% | -37.0% | -36.8% |
| 1Y | -28.7% | +15.0% | -43.8% | -42.2% |
| 3Y | +49.2% | +49.6% | -0.4% | -14.9% |
| 5Y | +5.5% | +46.0% | -40.5% | -35.0% |
| All | +5.5% | +45.8% | -40.3% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling