+9,153.2%
CP vs MDY
+2,629.7%
+6,523.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.7% |
| 7D | -0.7% | +0.2% | -0.9% | -1.0% |
| 30D | +9.6% | +2.1% | +7.5% | +7.6% |
| 3M | +2.2% | -3.6% | +5.9% | +5.1% |
| 6M | +11.1% | +1.7% | +9.4% | +9.2% |
| YTD | +28.2% | +13.8% | +14.4% | +14.9% |
| 1Y | +32.2% | +15.5% | +16.6% | +17.0% |
| 3Y | +35.5% | +58.3% | -22.8% | -8.0% |
| 5Y | +26.8% | +37.4% | -10.7% | -4.9% |
| 10Y | +256.9% | +171.0% | +86.0% | +50.5% |
| All | +9,153.2% | +2,629.7% | +6,523.4% | +740.1% |
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