-37.3%
MP vs CAG
-10.4%
-26.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.8% | +1.3% |
| 7D | +11.0% | -6.2% | +17.2% | +8.8% |
| 30D | -11.7% | +7.4% | -19.2% | -9.5% |
| 3M | -30.8% | -1.6% | -29.2% | -30.8% |
| 6M | -42.9% | +6.3% | -49.2% | -40.1% |
| YTD | -25.9% | -10.1% | -15.8% | -24.0% |
| 1Y | -37.3% | -10.2% | -27.0% | -36.1% |
| All | -37.3% | -10.4% | -26.9% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling