-5.0%
CMG vs MAR
+151.1%
-156.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -3.8% | -2.1% | -1.7% | -2.9% |
| 30D | +12.9% | -5.7% | +18.6% | +16.1% |
| 3M | +18.8% | -14.6% | +33.4% | +27.8% |
| 6M | +4.1% | +1.3% | +2.7% | +2.4% |
| YTD | -2.4% | +6.7% | -9.1% | -6.8% |
| 1Y | -6.7% | +26.4% | -33.1% | -18.6% |
| 3Y | -7.1% | +64.7% | -71.9% | -30.0% |
| 5Y | -5.0% | +153.1% | -158.0% | -41.0% |
| All | -5.0% | +151.1% | -156.0% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling