+325.9%
CMG vs MOD
+1,079.7%
-753.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +27.9% | -27.5% | -2.5% |
| 7D | +2.5% | +40.4% | -38.0% | -1.4% |
| 30D | +15.6% | -14.0% | +29.6% | +16.4% |
| 3M | +8.2% | -33.3% | +41.5% | +11.5% |
| 6M | +9.9% | -51.4% | +61.3% | +16.0% |
| YTD | -4.6% | +1.6% | -6.3% | -9.4% |
| 1Y | +12.4% | +5.4% | +7.0% | +5.7% |
| 3Y | -18.0% | +191.0% | -209.0% | -36.0% |
| 5Y | -5.3% | +1,093.1% | -1,098.5% | -41.3% |
| All | +325.9% | +1,079.7% | -753.8% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling