+287.6%
MP vs CAG
-41.3%
+328.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.6% |
| 7D | +9.5% | -3.3% | +12.8% | +9.1% |
| 30D | -3.0% | +7.7% | -10.6% | -2.3% |
| 3M | -30.4% | -3.2% | -27.2% | -30.4% |
| 6M | -39.2% | +7.0% | -46.1% | -38.4% |
| YTD | -23.3% | -9.0% | -14.3% | -22.8% |
| 1Y | -32.6% | -9.6% | -23.0% | -32.2% |
| 3Y | +159.3% | -36.0% | +195.3% | +167.4% |
| 5Y | -16.4% | -40.9% | +24.4% | -11.6% |
| All | +287.6% | -41.3% | +328.9% | +321.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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