+9,178.8%
CP vs MDY
+2,617.6%
+6,561.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.1% | -0.5% |
| 7D | +2.8% | +0.7% | +2.1% | +2.1% |
| 30D | +11.3% | +1.3% | +10.0% | +10.0% |
| 3M | +2.9% | -4.1% | +6.9% | +6.2% |
| 6M | +9.8% | +1.0% | +8.8% | +8.5% |
| YTD | +28.5% | +13.3% | +15.2% | +15.6% |
| 1Y | +33.5% | +15.7% | +17.8% | +18.0% |
| 3Y | +31.9% | +59.6% | -27.6% | -11.1% |
| 5Y | +25.5% | +36.3% | -10.8% | -5.2% |
| 10Y | +257.6% | +173.6% | +83.9% | +49.6% |
| All | +9,178.8% | +2,617.6% | +6,561.2% | +745.5% |
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