+3,994.3%
CMG vs MO
+1,251.2%
+2,743.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -6.5% | -2.4% | -4.1% | -5.8% |
| 30D | +12.1% | +3.6% | +8.5% | +11.0% |
| 3M | +20.6% | -3.7% | +24.3% | +20.9% |
| 6M | +2.1% | +4.5% | -2.4% | -0.3% |
| YTD | -2.6% | +21.5% | -24.1% | -9.3% |
| 1Y | -8.7% | +9.5% | -18.2% | -12.1% |
| 3Y | -7.4% | +93.6% | -101.0% | -25.6% |
| 5Y | -5.7% | +97.5% | -103.2% | -26.1% |
| 10Y | +322.3% | +111.2% | +211.2% | +206.8% |
| All | +3,994.3% | +1,251.2% | +2,743.1% | +1,203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling