-7.1%
CMG vs MCO
+42.6%
-49.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.5% |
| 7D | -2.1% | -3.8% | +1.7% | -0.6% |
| 30D | +10.9% | -0.4% | +11.3% | +11.0% |
| 3M | +15.8% | +7.7% | +8.1% | +11.9% |
| 6M | +6.9% | +7.0% | 0.0% | +3.6% |
| YTD | -2.2% | -6.4% | +4.2% | -0.8% |
| 1Y | -7.1% | -7.6% | +0.6% | -5.4% |
| 3Y | -7.1% | +43.2% | -50.4% | -18.7% |
| All | -7.1% | +42.6% | -49.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling