+584.1%
MA vs CMG
+341.2%
+242.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.1% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | +7.9% | +15.9% | -8.0% | +3.2% |
| 3M | +16.8% | +7.8% | +9.0% | +13.6% |
| 6M | +31.0% | +7.7% | +23.3% | +26.4% |
| YTD | +15.0% | -4.9% | +20.0% | +14.6% |
| 1Y | +17.0% | +12.3% | +4.7% | +10.8% |
| 3Y | +68.5% | -17.1% | +85.5% | +68.1% |
| 5Y | +85.0% | -5.6% | +90.6% | +72.3% |
| All | +584.1% | +341.2% | +242.9% | +348.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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