+1,764.8%
CMG vs PM
+825.0%
+939.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | +4.1% | -7.1% | +11.2% | +6.3% |
| 30D | +20.5% | -2.8% | +23.3% | +21.5% |
| 3M | +14.5% | +6.3% | +8.2% | +12.3% |
| 6M | +14.8% | +9.6% | +5.1% | +11.1% |
| YTD | -1.0% | +25.6% | -26.6% | -8.9% |
| 1Y | +22.9% | +29.7% | -6.7% | +12.0% |
| 3Y | -13.6% | +147.6% | -161.2% | -38.0% |
| 5Y | +0.9% | +160.1% | -159.2% | -30.1% |
| 10Y | +361.4% | +260.9% | +100.5% | +167.6% |
| All | +1,764.8% | +825.0% | +939.8% | +551.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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