+4,005.7%
CMG vs MKTX
+1,605.3%
+2,400.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.8% | -0.2% | -3.7% | -3.8% |
| 30D | +12.9% | +0.8% | +12.1% | +12.7% |
| 3M | +18.8% | +41.1% | -22.4% | +8.9% |
| 6M | +4.1% | -9.5% | +13.6% | +5.8% |
| YTD | -2.4% | -8.7% | +6.3% | -1.2% |
| 1Y | -6.7% | -10.0% | +3.3% | -5.5% |
| 3Y | -7.1% | -24.6% | +17.5% | -5.4% |
| 5Y | -5.0% | -60.3% | +55.3% | +11.6% |
| 10Y | +323.5% | +5.0% | +318.5% | +281.0% |
| All | +4,005.7% | +1,605.3% | +2,400.4% | +1,488.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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