-7.1%
CMG vs MAR
+28.2%
-35.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -2.1% | -0.5% | -1.5% | -1.9% |
| 30D | +10.9% | -5.4% | +16.3% | +13.4% |
| 3M | +15.8% | -15.5% | +31.3% | +24.3% |
| 6M | +6.9% | +3.0% | +4.0% | +3.6% |
| YTD | -2.2% | +8.5% | -10.7% | -8.0% |
| 1Y | -7.1% | +26.0% | -33.0% | -20.4% |
| All | -7.1% | +28.2% | -35.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling