+3,994.3%
CMG vs MDY
+524.5%
+3,469.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -1.7% |
| 7D | -6.5% | -0.8% | -5.7% | -5.9% |
| 30D | +12.1% | -3.9% | +16.0% | +15.6% |
| 3M | +20.6% | 0.0% | +20.6% | +20.2% |
| 6M | +2.1% | +8.5% | -6.4% | -4.9% |
| YTD | -2.6% | +13.2% | -15.8% | -12.3% |
| 1Y | -8.7% | +15.0% | -23.7% | -18.6% |
| 3Y | -7.4% | +49.6% | -57.0% | -34.1% |
| 5Y | -5.7% | +46.0% | -51.7% | -31.4% |
| 10Y | +322.3% | +176.4% | +146.0% | +74.5% |
| All | +3,994.3% | +524.5% | +3,469.8% | +770.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling