-10.7%
CMG vs MP
-17.4%
+6.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | -2.8% | -2.9% | 0.0% | -2.7% |
| 30D | +7.1% | +13.8% | -6.7% | +6.5% |
| 3M | +31.2% | -16.7% | +47.9% | +31.4% |
| 6M | +0.7% | -11.5% | +12.2% | -0.1% |
| YTD | -0.1% | +7.9% | -8.0% | -1.9% |
| 1Y | -10.7% | -15.0% | +4.3% | -11.2% |
| All | -10.7% | -17.4% | +6.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling