+31.9%
CP vs MDY
+57.1%
-25.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.1% | -0.2% |
| 7D | +2.8% | +0.7% | +2.1% | +2.2% |
| 30D | +11.3% | +1.3% | +10.0% | +10.1% |
| 3M | +2.9% | -4.1% | +6.9% | +5.8% |
| 6M | +9.8% | +1.0% | +8.8% | +8.6% |
| YTD | +28.5% | +13.3% | +15.2% | +17.1% |
| 1Y | +33.5% | +15.7% | +17.8% | +19.7% |
| 3Y | +31.9% | +59.6% | -27.6% | -7.0% |
| All | +31.9% | +57.1% | -25.2% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling