+60.9%
CMG vs MP
+257.7%
-196.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.7% | -3.1% |
| 7D | +8.0% | -10.5% | +18.5% | +8.9% |
| 30D | +11.9% | -23.5% | +35.4% | +14.2% |
| 3M | +2.1% | -25.4% | +27.6% | +4.2% |
| 6M | +5.2% | -51.3% | +56.4% | +10.6% |
| YTD | -6.9% | -29.9% | +23.0% | -6.0% |
| 1Y | +12.7% | -31.8% | +44.5% | +13.6% |
| 3Y | -16.8% | +127.0% | -143.8% | -31.1% |
| 5Y | -4.1% | -3.3% | -0.8% | -12.9% |
| All | +60.9% | +257.7% | -196.8% | +33.1% |
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