+322.0%
CMG vs MDY
+177.2%
+144.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -2.1% | -1.9% | -0.2% | -0.7% |
| 30D | +10.9% | -4.6% | +15.5% | +14.8% |
| 3M | +15.8% | -1.2% | +17.1% | +16.6% |
| 6M | +6.9% | +9.2% | -2.3% | -0.4% |
| YTD | -2.2% | +13.1% | -15.2% | -11.2% |
| 1Y | -7.1% | +13.0% | -20.1% | -15.4% |
| 3Y | -7.1% | +49.2% | -56.3% | -32.1% |
| 5Y | -4.8% | +47.2% | -52.0% | -29.6% |
| All | +322.0% | +177.2% | +144.8% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling