+10.9%
CMG vs MP
-35.7%
+46.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -5.1% | +10.9% | +6.0% |
| 7D | +22.5% | -12.5% | +35.1% | +23.1% |
| 30D | +14.1% | -23.3% | +37.4% | +15.3% |
| 3M | +4.1% | -24.4% | +28.4% | +5.1% |
| 6M | +10.1% | -45.8% | +55.8% | +12.0% |
| YTD | -4.9% | -28.9% | +24.1% | -5.4% |
| 1Y | +10.9% | -34.6% | +45.5% | +10.3% |
| All | +10.9% | -35.7% | +46.6% | +10.3% |
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