+116.3%
MP vs CFG
+171.1%
-54.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.1% | -2.9% | -4.3% |
| 7D | -19.0% | -2.2% | -16.8% | -18.0% |
| 30D | -30.5% | +0.4% | -30.9% | -30.6% |
| 3M | -29.6% | -12.6% | -17.0% | -24.4% |
| 6M | -50.4% | +0.6% | -51.0% | -51.3% |
| YTD | -33.2% | +12.4% | -45.7% | -38.5% |
| 1Y | -38.6% | +27.7% | -66.3% | -47.5% |
| All | +116.3% | +171.1% | -54.8% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling