+254.1%
MP vs CFG
+231.4%
+22.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.9% | +5.5% |
| 7D | -10.5% | -0.9% | -9.6% | -10.1% |
| 30D | -23.5% | +1.1% | -24.6% | -24.0% |
| 3M | -25.4% | -12.0% | -13.4% | -19.8% |
| 6M | -51.3% | -2.2% | -49.0% | -51.3% |
| YTD | -29.9% | +11.4% | -41.3% | -35.2% |
| 1Y | -31.8% | +27.8% | -59.7% | -42.0% |
| 3Y | +127.0% | +173.3% | -46.3% | +17.3% |
| 5Y | -3.3% | +62.4% | -65.7% | -32.9% |
| All | +254.1% | +231.4% | +22.7% | +105.3% |
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