+4,100.0%
CMG vs M
+31.5%
+4,068.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.2% |
| 7D | -2.8% | +4.7% | -7.5% | -3.9% |
| 30D | +7.1% | -9.6% | +16.8% | +9.6% |
| 3M | +31.2% | +0.9% | +30.3% | +30.2% |
| 6M | +0.7% | +22.3% | -21.6% | -4.9% |
| YTD | -0.1% | +6.5% | -6.6% | -3.0% |
| 1Y | -10.7% | +38.8% | -49.5% | -18.8% |
| 3Y | -4.7% | +115.9% | -120.6% | -26.8% |
| 5Y | -3.8% | +28.6% | -32.4% | -21.7% |
| 10Y | +352.5% | -2.5% | +355.0% | +222.9% |
| All | +4,100.0% | +31.5% | +4,068.5% | +1,917.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling