+127.0%
MP vs CG
+47.3%
+79.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.3% |
| 7D | -10.5% | -1.2% | -9.3% | -10.2% |
| 30D | -23.5% | +5.0% | -28.6% | -25.7% |
| 3M | -25.4% | -18.2% | -7.2% | -18.1% |
| 6M | -51.3% | -20.7% | -30.5% | -45.9% |
| YTD | -29.9% | -31.4% | +1.5% | -16.9% |
| 1Y | -31.8% | -22.3% | -9.6% | -24.5% |
| 3Y | +127.0% | +50.2% | +76.8% | +16.2% |
| All | +127.0% | +47.3% | +79.7% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling