-18.0%
CMG vs MP
+161.0%
-179.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.2% |
| 7D | +2.5% | +9.5% | -7.0% | +2.1% |
| 30D | +15.6% | -3.0% | +18.6% | +15.7% |
| 3M | +8.2% | -30.4% | +38.6% | +9.5% |
| 6M | +9.9% | -39.2% | +49.1% | +11.3% |
| YTD | -4.6% | -23.3% | +18.6% | -4.6% |
| 1Y | +12.4% | -32.6% | +45.1% | +12.9% |
| 3Y | -18.0% | +159.3% | -177.2% | -23.3% |
| All | -18.0% | +161.0% | -179.0% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling