-5.0%
CMG vs M
+120.4%
-125.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -1.5% | +2.4% | -3.8% | -1.8% |
| 30D | +12.7% | -11.6% | +24.3% | +14.6% |
| 3M | +26.3% | +1.6% | +24.6% | +25.6% |
| 6M | +4.5% | +25.2% | -20.7% | +0.4% |
| YTD | -0.1% | +3.8% | -3.9% | -1.5% |
| 1Y | -6.8% | +36.3% | -43.1% | -11.6% |
| 3Y | -5.0% | +116.3% | -121.3% | -16.1% |
| All | -5.0% | +120.4% | -125.4% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling