+22.9%
CMG vs MOD
-33.2%
+56.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +2.2% |
| 7D | +4.1% | +8.2% | -4.1% | +4.6% |
| 30D | +20.5% | -38.2% | +58.7% | +18.3% |
| 3M | +14.5% | -46.2% | +60.7% | +12.1% |
| 6M | +14.8% | -62.5% | +77.3% | +11.0% |
| YTD | -1.0% | -20.1% | +19.1% | -4.6% |
| 1Y | +22.9% | -29.7% | +52.6% | +17.1% |
| All | +22.9% | -33.2% | +56.1% | +17.1% |
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 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