+3,961.4%
CMG vs MOD
+343.9%
+3,617.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.9% | -6.1% | +2.2% |
| 7D | +8.6% | -13.9% | +22.5% | +10.4% |
| 30D | +13.1% | -41.5% | +54.7% | +22.0% |
| 3M | +9.0% | -45.7% | +54.7% | +18.2% |
| 6M | +10.0% | -61.1% | +71.1% | +23.7% |
| YTD | -3.4% | -20.5% | +17.1% | -5.6% |
| 1Y | +16.8% | -32.1% | +49.0% | +16.4% |
| 3Y | -14.7% | +146.5% | -161.2% | -37.2% |
| 5Y | -1.5% | +812.7% | -814.3% | -45.9% |
| 10Y | +383.6% | +966.8% | -583.2% | +117.9% |
| All | +3,961.4% | +343.9% | +3,617.4% | +2,057.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling