+264.6%
MP vs CG
+71.3%
+193.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.5% |
| 7D | -3.6% | +2.0% | -5.6% | -4.9% |
| 30D | -21.0% | +8.5% | -29.5% | -25.2% |
| 3M | -33.3% | -12.1% | -21.2% | -28.3% |
| 6M | -45.9% | -16.4% | -29.5% | -40.6% |
| YTD | -27.8% | -28.0% | +0.1% | -13.9% |
| 1Y | -43.2% | -18.9% | -24.3% | -37.5% |
| 3Y | +144.0% | +51.2% | +92.8% | +58.8% |
| 5Y | -6.1% | -15.9% | +9.8% | -7.0% |
| All | +264.6% | +71.3% | +193.3% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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