-6.8%
CMG vs MOD
+40.7%
-47.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.5% | +6.3% | -7.8% | -1.4% |
| 30D | +12.7% | -1.7% | +14.4% | +12.8% |
| 3M | +26.3% | -30.1% | +56.4% | +25.5% |
| 6M | +4.5% | +2.7% | +1.8% | +1.6% |
| YTD | -0.1% | +44.1% | -44.2% | -3.7% |
| 1Y | -6.8% | +38.7% | -45.5% | -9.8% |
| All | -6.8% | +40.7% | -47.5% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling