+77.2%
CME vs MAR
+155.0%
-77.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -2.9% | -1.7% | -1.1% | -2.7% |
| 30D | +5.5% | -6.9% | +12.4% | +6.1% |
| 3M | +11.0% | -15.8% | +26.8% | +12.5% |
| 6M | -9.7% | +1.9% | -11.6% | -10.1% |
| YTD | +4.9% | +6.6% | -1.7% | +3.7% |
| 1Y | +10.1% | +23.7% | -13.6% | +7.1% |
| 3Y | +53.5% | +64.6% | -11.1% | +41.3% |
| 5Y | +77.2% | +156.4% | -79.2% | +41.3% |
| All | +77.2% | +155.0% | -77.8% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling