+267.3%
MP vs CFG
+242.6%
+24.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.2% |
| 7D | +2.3% | -0.8% | +3.1% | +2.9% |
| 30D | -15.3% | +3.1% | -18.4% | -16.7% |
| 3M | -33.5% | -9.7% | -23.8% | -29.5% |
| 6M | -45.5% | +6.7% | -52.2% | -48.3% |
| YTD | -27.3% | +15.2% | -42.5% | -34.0% |
| 1Y | -40.7% | +28.8% | -69.5% | -49.8% |
| 3Y | +145.9% | +190.1% | -44.2% | +22.7% |
| 5Y | -13.9% | +63.4% | -77.3% | -40.7% |
| All | +267.3% | +242.6% | +24.7% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling