+4,100.0%
CMG vs VMC
+369.1%
+3,730.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | -1.5% | -0.5% | -0.9% | -1.3% |
| 30D | +12.7% | -9.1% | +21.8% | +16.7% |
| 3M | +26.3% | -4.1% | +30.4% | +27.6% |
| 6M | +4.5% | -5.5% | +10.0% | +6.0% |
| YTD | -0.1% | -8.9% | +8.8% | +2.0% |
| 1Y | -6.8% | -12.9% | +6.2% | -3.2% |
| 3Y | -5.0% | +22.1% | -27.1% | -14.6% |
| 5Y | -3.0% | +52.7% | -55.7% | -20.6% |
| 10Y | +323.6% | +152.7% | +170.8% | +162.1% |
| All | +4,100.0% | +369.1% | +3,730.9% | +1,577.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling