+6,781.2%
CME vs MAR
+2,596.7%
+4,184.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -4.2% | +2.6% | +0.1% |
| 30D | +6.2% | -6.7% | +12.9% | +9.1% |
| 3M | +10.4% | -12.5% | +22.9% | +15.9% |
| 6M | -9.5% | +0.6% | -10.1% | -10.8% |
| YTD | +6.0% | +9.1% | -3.1% | +0.5% |
| 1Y | +9.3% | +26.2% | -16.9% | -2.8% |
| 3Y | +57.7% | +68.2% | -10.5% | +19.4% |
| 5Y | +77.7% | +163.9% | -86.2% | +4.5% |
| 10Y | +281.2% | +420.6% | -139.3% | +34.7% |
| All | +6,781.2% | +2,596.7% | +4,184.5% | +844.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling