+350.2%
CG vs MDY
+355.9%
-5.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.8% |
| 7D | -4.3% | +0.1% | -4.5% | -4.4% |
| 30D | -5.1% | -1.5% | -3.6% | -3.3% |
| 3M | +8.7% | +0.8% | +7.9% | +7.8% |
| 6M | -9.2% | +7.4% | -16.7% | -16.7% |
| YTD | -18.9% | +15.2% | -34.1% | -31.3% |
| 1Y | -25.6% | +16.5% | -42.2% | -37.8% |
| 3Y | +57.3% | +46.8% | +10.5% | +4.9% |
| 5Y | +10.2% | +46.0% | -35.9% | -23.0% |
| 10Y | +364.2% | +172.1% | +192.2% | +68.0% |
| All | +350.2% | +355.9% | -5.7% | +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 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