+10.9%
CMG vs MPC
+122.9%
-112.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -8.1% | +13.9% | +5.2% |
| 7D | +22.5% | -10.9% | +33.4% | +21.6% |
| 30D | +14.1% | -9.4% | +23.5% | +13.7% |
| 3M | +4.1% | +26.0% | -21.9% | +6.5% |
| 6M | +10.1% | +56.5% | -46.4% | +14.8% |
| YTD | -4.9% | +144.3% | -149.1% | -4.0% |
| 1Y | +10.9% | +117.2% | -106.3% | +10.6% |
| All | +10.9% | +122.9% | -112.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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