+3,909.1%
CMG vs M
+42.1%
+3,866.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +2.5% | +7.0% | -4.6% | +0.8% |
| 30D | +15.6% | +8.9% | +6.7% | +13.2% |
| 3M | +8.2% | +4.5% | +3.7% | +6.7% |
| 6M | +9.9% | +36.2% | -26.3% | +1.0% |
| YTD | -4.6% | +15.1% | -19.8% | -9.3% |
| 1Y | +12.4% | +27.4% | -15.0% | +4.3% |
| 3Y | -18.0% | +160.1% | -178.1% | -39.7% |
| 5Y | -5.3% | -1.6% | -3.7% | -16.9% |
| 10Y | +344.2% | -7.7% | +351.9% | +226.9% |
| All | +3,909.1% | +42.1% | +3,866.9% | +1,785.6% |
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