+321.2%
CMG vs M
-10.0%
+331.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.9% |
| 7D | -3.8% | -8.8% | +4.9% | -2.6% |
| 30D | +12.9% | -16.4% | +29.3% | +15.7% |
| 3M | +18.8% | -10.8% | +29.6% | +20.3% |
| 6M | +4.1% | +16.1% | -12.1% | +1.3% |
| YTD | -2.4% | -5.3% | +2.9% | -2.4% |
| 1Y | -6.7% | +24.9% | -31.5% | -10.3% |
| 3Y | -7.1% | +97.5% | -104.7% | -18.9% |
| 5Y | -5.0% | +20.4% | -25.4% | -13.3% |
| All | +321.2% | -10.0% | +331.1% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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