-34.6%
MP vs CFG
+34.2%
-68.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.5% | -6.2% |
| 7D | -12.5% | +1.8% | -14.3% | -13.3% |
| 30D | -23.3% | +3.3% | -26.6% | -24.5% |
| 3M | -24.4% | -9.8% | -14.5% | -20.9% |
| 6M | -45.8% | +5.2% | -50.9% | -48.6% |
| YTD | -28.9% | +16.1% | -45.0% | -36.7% |
| 1Y | -34.6% | +33.7% | -68.3% | -49.6% |
| All | -34.6% | +34.2% | -68.8% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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