+274.5%
MP vs CG
+61.7%
+212.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.2% | +4.6% |
| 7D | +11.0% | -1.5% | +12.5% | +11.9% |
| 30D | -11.7% | +5.7% | -17.4% | -15.2% |
| 3M | -30.8% | -17.9% | -12.9% | -22.5% |
| 6M | -42.9% | -20.2% | -22.7% | -35.5% |
| YTD | -25.9% | -32.0% | +6.1% | -8.5% |
| 1Y | -37.3% | -27.0% | -10.3% | -26.2% |
| 3Y | +150.7% | +42.8% | +107.9% | +68.8% |
| 5Y | -19.3% | -23.4% | +4.2% | -15.3% |
| All | +274.5% | +61.7% | +212.8% | +149.4% |
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