+503.0%
MA vs CMG
+327.5%
+175.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.7% | -2.1% | +0.3% | -1.2% |
| 30D | +1.7% | +10.9% | -9.2% | -1.3% |
| 3M | +17.2% | +15.8% | +1.4% | +11.5% |
| 6M | +13.3% | +6.9% | +6.4% | +10.0% |
| YTD | +0.2% | -2.2% | +2.4% | -0.5% |
| 1Y | -2.7% | -7.1% | +4.4% | -2.9% |
| 3Y | +39.1% | -7.1% | +46.2% | +34.7% |
| 5Y | +68.8% | -4.8% | +73.6% | +57.8% |
| All | +503.0% | +327.5% | +175.5% | +307.3% |
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