+445.3%
MP vs CAG
-39.0%
+484.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.3% |
| 7D | -2.9% | -3.8% | +0.9% | -3.1% |
| 30D | +13.8% | +3.1% | +10.7% | +14.1% |
| 3M | -16.7% | +23.5% | -40.2% | -15.4% |
| 6M | -11.5% | -14.8% | +3.4% | -11.4% |
| YTD | +7.9% | -5.4% | +13.4% | +8.7% |
| 1Y | -15.0% | -11.8% | -3.2% | -14.6% |
| 3Y | +153.5% | -36.7% | +190.2% | +162.7% |
| 5Y | +58.7% | -40.3% | +98.9% | +68.0% |
| All | +445.3% | -39.0% | +484.3% | +494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling