+127.0%
MP vs CAG
-34.1%
+161.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.7% | +4.5% |
| 7D | -10.5% | +5.8% | -16.3% | -9.0% |
| 30D | -23.5% | +16.4% | -39.9% | -20.2% |
| 3M | -25.4% | +3.8% | -29.3% | -24.3% |
| 6M | -51.3% | +10.8% | -62.1% | -49.0% |
| YTD | -29.9% | -5.8% | -24.1% | -29.0% |
| 1Y | -31.8% | -2.4% | -29.5% | -30.4% |
| 3Y | +127.0% | -33.4% | +160.4% | +110.2% |
| All | +127.0% | -34.1% | +161.1% | +110.2% |
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