-16.8%
CMG vs MOD
+129.2%
-146.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.5% | -3.0% |
| 7D | +8.0% | -25.5% | +33.5% | +9.5% |
| 30D | +11.9% | -49.0% | +60.9% | +16.4% |
| 3M | +2.1% | -49.8% | +52.0% | +6.1% |
| 6M | +5.2% | -64.8% | +69.9% | +11.2% |
| YTD | -6.9% | -27.6% | +20.7% | -10.3% |
| 1Y | +12.7% | -35.2% | +47.9% | +9.3% |
| 3Y | -16.8% | +137.1% | -153.9% | -33.2% |
| All | -16.8% | +129.2% | -146.0% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling