-1.8%
MA vs CMG
-8.2%
+6.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.5% | -3.8% | +0.4% | -2.7% |
| 30D | +0.7% | +12.9% | -12.2% | -1.6% |
| 3M | +15.8% | +18.8% | -3.0% | +11.4% |
| 6M | +10.2% | +4.1% | +6.2% | +8.3% |
| YTD | -0.5% | -2.4% | +1.9% | -1.5% |
| 1Y | -1.8% | -6.7% | +4.9% | -3.7% |
| All | -1.8% | -8.2% | +6.4% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling