-13.9%
MP vs CAG
-40.6%
+26.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.5% |
| 7D | +2.3% | -1.8% | +4.0% | +2.1% |
| 30D | -15.3% | +9.7% | -25.0% | -14.3% |
| 3M | -33.5% | +0.5% | -34.0% | -33.3% |
| 6M | -45.5% | +8.9% | -54.4% | -44.6% |
| YTD | -27.3% | -8.4% | -18.9% | -26.7% |
| 1Y | -40.7% | -8.3% | -32.4% | -40.3% |
| 3Y | +145.9% | -36.1% | +182.0% | +154.8% |
| 5Y | -13.9% | -40.1% | +26.2% | -6.0% |
| All | -13.9% | -40.6% | +26.7% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling