-43.2%
MP vs CFG
+28.5%
-71.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -3.6% | +0.7% | -4.3% | -3.9% |
| 30D | -21.0% | +2.8% | -23.8% | -21.8% |
| 3M | -33.3% | -10.1% | -23.2% | -30.5% |
| 6M | -45.9% | +3.2% | -49.1% | -48.1% |
| YTD | -27.8% | +14.2% | -42.0% | -33.4% |
| 1Y | -43.2% | +27.4% | -70.6% | -50.0% |
| All | -43.2% | +28.5% | -71.7% | -50.0% |
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 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