-7.8%
MP vs CFG
+61.9%
-69.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.1% | -2.9% | -4.0% |
| 7D | -19.0% | -2.2% | -16.8% | -17.8% |
| 30D | -30.5% | +0.4% | -30.9% | -30.6% |
| 3M | -29.6% | -12.6% | -17.0% | -23.4% |
| 6M | -50.4% | +0.6% | -51.0% | -51.4% |
| YTD | -33.2% | +12.4% | -45.7% | -39.3% |
| 1Y | -38.6% | +27.7% | -66.3% | -48.8% |
| 3Y | +105.5% | +172.4% | -66.9% | -6.2% |
| 5Y | -7.8% | +64.0% | -71.8% | -37.7% |
| All | -7.8% | +61.9% | -69.7% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling