+13,824.1%
MA vs CMG
+2,954.5%
+10,869.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -2.7% | -2.8% | +0.1% | -1.9% |
| 30D | +1.5% | +7.1% | -5.6% | -0.6% |
| 3M | +20.4% | +31.2% | -10.7% | +10.2% |
| 6M | +11.1% | +0.7% | +10.5% | +9.7% |
| YTD | +2.0% | -0.1% | +2.1% | +0.6% |
| 1Y | -2.2% | -10.7% | +8.6% | -1.2% |
| 3Y | +41.9% | -4.7% | +46.6% | +36.9% |
| 5Y | +75.4% | -3.8% | +79.1% | +65.3% |
| 10Y | +527.5% | +352.5% | +175.1% | +257.8% |
| All | +13,824.1% | +2,954.5% | +10,869.6% | +3,633.0% |
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