+512.4%
CMG vs MPC
+2,982.2%
-2,469.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +8.0% | -8.8% | +16.8% | +9.7% |
| 30D | +13.7% | -14.4% | +28.1% | +16.8% |
| 3M | +11.8% | +21.9% | -10.2% | +7.0% |
| 6M | +10.6% | +60.1% | -49.6% | -0.1% |
| YTD | -2.9% | +142.3% | -145.2% | -19.8% |
| 1Y | +17.8% | +101.7% | -83.9% | +0.9% |
| 3Y | -15.3% | +184.8% | -200.1% | -33.6% |
| 5Y | -0.9% | +564.6% | -565.5% | -36.0% |
| 10Y | +358.4% | +1,098.3% | -740.0% | +137.7% |
| All | +512.4% | +2,982.2% | -2,469.8% | +124.4% |
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