-18.2%
CMG vs MOD
+135.8%
-154.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | -0.6% | +16.1% | -16.7% | -1.5% |
| 30D | +15.9% | -38.5% | +54.4% | +19.1% |
| 3M | +7.8% | -46.8% | +54.6% | +11.6% |
| 6M | +7.7% | -61.6% | +69.2% | +13.3% |
| YTD | -4.9% | -20.5% | +15.6% | -8.9% |
| 1Y | +12.3% | -28.0% | +40.3% | +8.2% |
| All | -18.2% | +135.8% | -154.0% | -33.3% |
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