+260.5%
CP vs MDY
+165.3%
+95.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +2.1% | +2.3% | -0.1% | +0.3% |
| 30D | +9.3% | +2.0% | +7.3% | +7.4% |
| 3M | +0.5% | -5.6% | +6.1% | +4.9% |
| 6M | +10.4% | +1.3% | +9.1% | +8.9% |
| YTD | +28.7% | +12.3% | +16.4% | +16.9% |
| 1Y | +33.2% | +15.8% | +17.4% | +18.1% |
| 3Y | +38.4% | +56.5% | -18.1% | -4.4% |
| 5Y | +26.2% | +35.1% | -9.0% | -3.1% |
| All | +260.5% | +165.3% | +95.2% | +53.3% |
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