+4,100.0%
CMG vs MAR
+1,180.2%
+2,919.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.1% |
| 7D | -1.5% | -1.7% | +0.3% | -0.7% |
| 30D | +12.7% | -6.9% | +19.6% | +16.5% |
| 3M | +26.3% | -15.8% | +42.1% | +36.1% |
| 6M | +4.5% | +1.9% | +2.5% | +2.9% |
| YTD | -0.1% | +6.6% | -6.7% | -4.0% |
| 1Y | -6.8% | +23.7% | -30.5% | -16.6% |
| 3Y | -5.0% | +64.6% | -69.6% | -26.4% |
| 5Y | -3.0% | +156.4% | -159.4% | -40.1% |
| 10Y | +323.6% | +415.4% | -91.8% | +62.1% |
| All | +4,100.0% | +1,180.2% | +2,919.8% | +828.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling