+237.4%
MP vs CG
+64.2%
+173.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.5% | +0.5% | -2.0% |
| 7D | -19.0% | -1.5% | -17.5% | -18.4% |
| 30D | -30.5% | +2.8% | -33.3% | -31.9% |
| 3M | -29.6% | -19.2% | -10.3% | -20.3% |
| 6M | -50.4% | -21.0% | -29.5% | -43.7% |
| YTD | -33.2% | -31.0% | -2.2% | -18.2% |
| 1Y | -38.6% | -21.1% | -17.5% | -31.3% |
| 3Y | +105.5% | +48.8% | +56.7% | +34.6% |
| 5Y | -7.8% | -21.5% | +13.7% | -4.6% |
| All | +237.4% | +64.2% | +173.2% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling