-10.7%
CMG vs MDY
+17.9%
-28.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -2.8% | +0.1% | -3.0% | -2.9% |
| 30D | +7.1% | -1.5% | +8.6% | +8.3% |
| 3M | +31.2% | +0.8% | +30.4% | +29.3% |
| 6M | +0.7% | +7.4% | -6.7% | -7.3% |
| YTD | -0.1% | +15.2% | -15.3% | -15.5% |
| 1Y | -10.7% | +16.5% | -27.3% | -26.5% |
| All | -10.7% | +17.9% | -28.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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