-1.5%
CMG vs MPC
+563.2%
-564.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.6% | -0.8% | +3.2% |
| 7D | +8.6% | -9.4% | +18.0% | +9.9% |
| 30D | +13.1% | -14.3% | +27.5% | +15.4% |
| 3M | +9.0% | +31.1% | -22.1% | +4.1% |
| 6M | +10.0% | +60.3% | -50.3% | +1.4% |
| YTD | -3.4% | +142.5% | -145.9% | -18.5% |
| 1Y | +16.8% | +104.6% | -87.7% | +1.8% |
| 3Y | -14.7% | +191.7% | -206.4% | -32.2% |
| 5Y | -1.5% | +549.2% | -550.8% | -36.9% |
| All | -1.5% | +563.2% | -564.8% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling