+15,819.0%
MA vs CMG
+2,815.7%
+13,003.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +1.3% | +2.5% | -1.2% | +0.5% |
| 30D | +9.6% | +15.6% | -6.0% | +4.8% |
| 3M | +16.8% | +8.2% | +8.6% | +13.4% |
| 6M | +35.2% | +9.9% | +25.3% | +29.6% |
| YTD | +16.6% | -4.6% | +21.2% | +16.0% |
| 1Y | +19.8% | +12.4% | +7.3% | +13.4% |
| 3Y | +70.7% | -18.0% | +88.7% | +71.6% |
| 5Y | +87.4% | -5.3% | +92.7% | +76.7% |
| 10Y | +570.0% | +344.2% | +225.8% | +283.8% |
| All | +15,819.0% | +2,815.7% | +13,003.3% | +4,203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling