+15.8%
CME vs MAR
+47.8%
-32.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.6% |
| 7D | +1.7% | +2.9% | -1.2% | +1.7% |
| 30D | +10.2% | +17.0% | -6.9% | +10.8% |
| 3M | +17.8% | +23.2% | -5.4% | +18.7% |
| 6M | +11.0% | +21.7% | -10.8% | +12.4% |
| YTD | +17.0% | +38.9% | -21.8% | +18.9% |
| 1Y | +15.8% | +48.7% | -32.9% | +17.0% |
| All | +15.8% | +47.8% | -32.0% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling