+72.7%
CMG vs MP
+450.8%
-378.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | -2.8% | -2.9% | 0.0% | -2.6% |
| 30D | +7.1% | +13.8% | -6.7% | +5.8% |
| 3M | +31.2% | -16.7% | +47.9% | +32.4% |
| 6M | +0.7% | -11.5% | +12.2% | +0.4% |
| YTD | -0.1% | +7.9% | -8.0% | -2.4% |
| 1Y | -10.7% | -15.0% | +4.3% | -11.9% |
| 3Y | -4.7% | +153.5% | -158.2% | -20.4% |
| 5Y | -3.8% | +58.7% | -62.4% | -16.0% |
| All | +72.7% | +450.8% | -378.1% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling