+288.0%
CME vs MAR
+528.1%
-240.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.0% |
| 7D | +1.7% | +2.9% | -1.2% | +1.1% |
| 30D | +10.2% | +17.0% | -6.9% | +6.8% |
| 3M | +17.8% | +23.2% | -5.4% | +13.1% |
| 6M | +11.0% | +21.7% | -10.8% | +6.5% |
| YTD | +17.0% | +38.9% | -21.8% | +8.8% |
| 1Y | +15.8% | +48.7% | -32.9% | +6.1% |
| 3Y | +61.8% | +122.9% | -61.1% | +32.8% |
| 5Y | +72.5% | +177.5% | -105.0% | +31.1% |
| 10Y | +288.0% | +537.5% | -249.5% | +105.5% |
| All | +288.0% | +528.1% | -240.1% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling