-3.1%
CMG vs MO
+99.8%
-102.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +10.9% | +7.1% | +3.8% | +10.5% |
| 3M | +15.8% | -2.0% | +17.8% | +15.4% |
| 6M | +6.9% | +7.3% | -0.4% | +5.4% |
| YTD | -2.2% | +23.5% | -25.6% | -5.3% |
| 1Y | -7.1% | +11.0% | -18.1% | -9.2% |
| 3Y | -7.1% | +95.0% | -102.1% | -13.1% |
| All | -3.1% | +99.8% | -102.9% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling