-7.1%
CMG vs MTB
+114.2%
-121.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.1% |
| 3M | +15.8% | +6.0% | +9.9% | +13.8% |
| 6M | +6.9% | +19.6% | -12.7% | +1.8% |
| YTD | -2.2% | +21.5% | -23.6% | -7.0% |
| 1Y | -7.1% | +24.7% | -31.8% | -12.3% |
| 3Y | -7.1% | +108.6% | -115.7% | -14.2% |
| All | -7.1% | +114.2% | -121.3% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling