-6.0%
CMG vs MPC
+177.6%
-183.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.8% | +5.4% | -8.3% | -3.4% |
| 30D | +7.1% | +31.0% | -23.8% | +3.7% |
| 3M | +31.2% | +46.0% | -14.9% | +25.0% |
| 6M | +0.7% | +77.3% | -76.6% | -7.5% |
| YTD | -0.1% | +141.9% | -142.0% | -13.8% |
| 1Y | -10.7% | +120.9% | -131.7% | -21.9% |
| All | -6.0% | +177.6% | -183.6% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling