+322.0%
CMG vs MTB
+173.8%
+148.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +10.9% | -4.8% | +15.7% | +12.0% |
| 3M | +15.8% | +6.0% | +9.9% | +14.2% |
| 6M | +6.9% | +19.6% | -12.7% | +2.7% |
| YTD | -2.2% | +21.5% | -23.6% | -6.3% |
| 1Y | -7.1% | +24.7% | -31.8% | -11.5% |
| 3Y | -7.1% | +108.6% | -115.7% | -20.8% |
| 5Y | -4.8% | +106.7% | -111.5% | -19.4% |
| All | +322.0% | +173.8% | +148.2% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling