+116.3%
MP vs CAG
-32.9%
+149.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.8% | -5.3% |
| 7D | -19.0% | +11.4% | -30.3% | -16.5% |
| 30D | -30.5% | +16.7% | -47.1% | -27.4% |
| 3M | -29.6% | +4.5% | -34.1% | -28.4% |
| 6M | -50.4% | +13.3% | -63.8% | -47.9% |
| YTD | -33.2% | -4.2% | -29.1% | -32.1% |
| 1Y | -38.6% | -2.9% | -35.7% | -37.3% |
| All | +116.3% | -32.9% | +149.2% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling