+102.0%
META vs CMG
-14.6%
+116.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.8% | +1.3% | +4.2% |
| 7D | +5.7% | +8.6% | -2.9% | +3.6% |
| 30D | -10.8% | +13.1% | -23.9% | -13.6% |
| 3M | +8.4% | +9.0% | -0.6% | +5.3% |
| 6M | +5.4% | +10.0% | -4.6% | +0.3% |
| YTD | -2.6% | -3.4% | +0.8% | -3.6% |
| 1Y | +3.5% | +16.8% | -13.3% | -5.1% |
| 3Y | +102.0% | -14.7% | +116.7% | +73.6% |
| All | +102.0% | -14.6% | +116.6% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling