-3.1%
MU vs CMG
+8.8%
-11.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +12.8% | +2.5% | +10.3% | +13.2% |
| 30D | -14.9% | +15.6% | -30.5% | -13.0% |
| 3M | -18.0% | +8.2% | -26.2% | -16.9% |
| 6M | -3.1% | +9.9% | -13.0% | +8.2% |
| All | -3.1% | +8.8% | -11.9% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling