+323.6%
CMG vs MOD
+1,504.3%
-1,180.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.5% | +6.3% | -7.8% | -2.2% |
| 30D | +12.7% | -1.7% | +14.4% | +12.8% |
| 3M | +26.3% | -30.1% | +56.4% | +30.5% |
| 6M | +4.5% | +2.7% | +1.8% | +1.8% |
| YTD | -0.1% | +44.1% | -44.2% | -7.5% |
| 1Y | -6.8% | +38.7% | -45.5% | -14.1% |
| 3Y | -5.0% | +309.8% | -314.8% | -28.1% |
| 5Y | -3.0% | +1,569.7% | -1,572.7% | -41.6% |
| 10Y | +323.6% | +1,520.5% | -1,196.9% | +125.1% |
| All | +323.6% | +1,504.3% | -1,180.7% | +125.1% |
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