+233.3%
CP vs MDY
+170.4%
+62.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.3% |
| 7D | +0.6% | -0.8% | +1.4% | +1.2% |
| 30D | -0.5% | -3.9% | +3.4% | +2.6% |
| 3M | +0.1% | 0.0% | +0.1% | 0.0% |
| 6M | +7.8% | +8.5% | -0.7% | +0.9% |
| YTD | +22.9% | +13.2% | +9.6% | +11.2% |
| 1Y | +21.3% | +15.0% | +6.3% | +8.3% |
| 3Y | +20.4% | +49.6% | -29.2% | -13.6% |
| 5Y | +34.9% | +46.0% | -11.1% | -2.6% |
| 10Y | +233.3% | +176.4% | +57.0% | +42.4% |
| All | +233.3% | +170.4% | +62.9% | +42.4% |
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