+10.9%
CMG vs MO
+45.9%
-35.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.4% | +5.9% |
| 7D | +22.5% | +6.9% | +15.6% | +22.9% |
| 30D | +14.1% | +14.9% | -0.8% | +15.7% |
| 3M | +4.1% | +16.4% | -12.4% | +5.8% |
| 6M | +10.1% | +9.6% | +0.5% | +9.3% |
| YTD | -4.9% | +41.8% | -46.7% | -5.2% |
| 1Y | +10.9% | +45.3% | -34.4% | +8.2% |
| All | +10.9% | +45.9% | -35.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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