+322.0%
CMG vs VMC
+156.6%
+165.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -2.1% | -3.8% | +1.7% | -0.8% |
| 30D | +10.9% | -9.7% | +20.6% | +14.7% |
| 3M | +15.8% | -9.6% | +25.5% | +19.2% |
| 6M | +6.9% | -4.8% | +11.8% | +8.0% |
| YTD | -2.2% | -10.9% | +8.7% | +0.3% |
| 1Y | -7.1% | -15.6% | +8.5% | -2.9% |
| 3Y | -7.1% | +19.3% | -26.4% | -15.1% |
| 5Y | -4.8% | +48.0% | -52.8% | -19.7% |
| All | +322.0% | +156.6% | +165.4% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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