-4.4%
CMG vs MOD
+748.9%
-753.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.5% | -3.3% |
| 7D | +8.0% | -25.5% | +33.5% | +10.5% |
| 30D | +11.9% | -49.0% | +60.9% | +18.9% |
| 3M | +2.1% | -49.8% | +52.0% | +8.3% |
| 6M | +5.2% | -64.8% | +69.9% | +14.5% |
| YTD | -6.9% | -27.6% | +20.7% | -9.5% |
| 1Y | +12.7% | -35.2% | +47.9% | +10.5% |
| 3Y | -16.8% | +137.1% | -153.9% | -38.7% |
| All | -4.4% | +748.9% | -753.3% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling