+259.1%
MP vs CFG
+245.4%
+13.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.5% | -6.5% |
| 7D | -12.5% | +1.8% | -14.3% | -13.5% |
| 30D | -23.3% | +3.3% | -26.6% | -24.8% |
| 3M | -24.4% | -9.8% | -14.5% | -19.8% |
| 6M | -45.8% | +5.2% | -50.9% | -48.1% |
| YTD | -28.9% | +16.1% | -45.0% | -35.9% |
| 1Y | -34.6% | +33.7% | -68.3% | -45.8% |
| 3Y | +118.7% | +181.2% | -62.5% | +11.2% |
| 5Y | -3.1% | +69.1% | -72.2% | -34.3% |
| All | +259.1% | +245.4% | +13.7% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling