+530.2%
CMG vs MPC
+2,977.1%
-2,446.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.8% | +5.4% | -8.3% | -3.8% |
| 30D | +7.1% | +31.0% | -23.8% | +1.6% |
| 3M | +31.2% | +46.0% | -14.9% | +21.4% |
| 6M | +0.7% | +77.3% | -76.6% | -10.9% |
| YTD | -0.1% | +141.9% | -142.0% | -17.1% |
| 1Y | -10.7% | +120.9% | -131.7% | -24.8% |
| 3Y | -4.7% | +182.7% | -187.4% | -24.9% |
| 5Y | -3.8% | +646.4% | -650.2% | -39.1% |
| 10Y | +352.5% | +1,138.7% | -786.2% | +133.7% |
| All | +530.2% | +2,977.1% | -2,446.9% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling