+17.0%
MA vs CMG
+16.5%
+0.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.3% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | +7.9% | +15.9% | -8.0% | +4.4% |
| 3M | +16.8% | +7.8% | +9.0% | +14.4% |
| 6M | +31.0% | +7.7% | +23.3% | +26.8% |
| YTD | +15.0% | -4.9% | +20.0% | +13.7% |
| 1Y | +17.0% | +12.3% | +4.7% | +8.1% |
| All | +17.0% | +16.5% | +0.5% | +8.1% |
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