+4,005.7%
CMG vs MCO
+833.8%
+3,171.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | -3.8% | -7.3% | +3.5% | -0.9% |
| 30D | +12.9% | -1.7% | +14.6% | +13.6% |
| 3M | +18.8% | +3.9% | +14.9% | +16.6% |
| 6M | +4.1% | +3.8% | +0.2% | +2.2% |
| YTD | -2.4% | -7.9% | +5.6% | 0.0% |
| 1Y | -6.7% | -6.8% | +0.2% | -5.2% |
| 3Y | -7.1% | +40.9% | -48.1% | -21.0% |
| 5Y | -5.0% | +27.5% | -32.5% | -16.5% |
| 10Y | +323.5% | +381.4% | -57.9% | +125.0% |
| All | +4,005.7% | +833.8% | +3,171.9% | +1,310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling