-32.6%
MP vs CAG
-9.3%
-23.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.9% |
| 7D | +9.5% | -3.3% | +12.8% | +8.3% |
| 30D | -3.0% | +7.7% | -10.6% | -0.5% |
| 3M | -30.4% | -3.2% | -27.2% | -30.7% |
| 6M | -39.2% | +7.0% | -46.1% | -36.0% |
| YTD | -23.3% | -9.0% | -14.3% | -20.9% |
| 1Y | -32.6% | -9.6% | -23.0% | -31.1% |
| All | -32.6% | -9.3% | -23.3% | -31.1% |
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