+58.1%
MP vs CG
+10.1%
+48.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.4% |
| 7D | -2.9% | -4.3% | +1.5% | -0.2% |
| 30D | +13.8% | -5.1% | +18.9% | +17.1% |
| 3M | -16.7% | +8.7% | -25.4% | -21.8% |
| 6M | -11.5% | -9.2% | -2.3% | -7.5% |
| YTD | +7.9% | -18.9% | +26.8% | +20.1% |
| 1Y | -15.0% | -25.6% | +10.6% | -0.2% |
| 3Y | +153.5% | +57.3% | +96.2% | +61.0% |
| All | +58.1% | +10.1% | +48.0% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling