+3,981.8%
CMG vs M
+44.3%
+3,937.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +8.0% | +5.0% | +3.0% | +6.7% |
| 30D | +13.7% | +10.6% | +3.1% | +10.9% |
| 3M | +11.8% | +1.6% | +10.2% | +10.9% |
| 6M | +10.6% | +30.8% | -20.3% | +2.6% |
| YTD | -2.9% | +16.9% | -19.8% | -8.0% |
| 1Y | +17.8% | +26.3% | -8.4% | +9.6% |
| 3Y | -15.3% | +158.6% | -173.9% | -37.7% |
| 5Y | -0.9% | +2.1% | -3.0% | -13.8% |
| 10Y | +358.4% | -4.3% | +362.7% | +233.4% |
| All | +3,981.8% | +44.3% | +3,937.5% | +1,812.8% |
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