+4,063.6%
CMG vs MOD
+346.1%
+3,717.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.4% |
| 7D | +4.1% | +8.2% | -4.1% | +2.6% |
| 30D | +20.5% | -38.2% | +58.7% | +28.8% |
| 3M | +14.5% | -46.2% | +60.7% | +24.4% |
| 6M | +14.8% | -62.5% | +77.3% | +30.0% |
| YTD | -1.0% | -20.1% | +19.1% | -3.3% |
| 1Y | +22.9% | -29.7% | +52.6% | +21.7% |
| 3Y | -13.6% | +136.2% | -149.8% | -35.9% |
| 5Y | +0.9% | +820.4% | -819.5% | -44.7% |
| 10Y | +361.4% | +839.8% | -478.5% | +113.6% |
| All | +4,063.6% | +346.1% | +3,717.5% | +2,110.1% |
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 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