+4,100.0%
CMG vs MOD
+720.7%
+3,379.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.3% |
| 7D | -2.8% | +9.6% | -12.4% | -4.4% |
| 30D | +7.1% | 0.0% | +7.1% | +6.9% |
| 3M | +31.2% | -35.4% | +66.5% | +39.1% |
| 6M | +0.7% | -7.3% | +8.0% | -1.0% |
| YTD | -0.1% | +45.8% | -45.9% | -10.1% |
| 1Y | -10.7% | +43.1% | -53.9% | -20.5% |
| 3Y | -4.7% | +297.7% | -302.3% | -34.2% |
| 5Y | -3.8% | +1,478.8% | -1,482.5% | -50.9% |
| 10Y | +352.5% | +1,633.4% | -1,280.9% | +92.0% |
| All | +4,100.0% | +720.7% | +3,379.3% | +1,948.6% |
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