+187.2%
CME vs MDB
+978.8%
-791.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.9% |
| 7D | -2.9% | -18.0% | +15.1% | -1.8% |
| 30D | +5.5% | -10.7% | +16.3% | +6.1% |
| 3M | +11.0% | +1.0% | +10.0% | +10.6% |
| 6M | -9.7% | +31.6% | -41.3% | -11.9% |
| YTD | +4.9% | -15.2% | +20.0% | +4.7% |
| 1Y | +10.1% | +10.1% | 0.0% | +7.8% |
| 3Y | +53.5% | -5.6% | +59.2% | +48.1% |
| 5Y | +77.2% | -24.5% | +101.7% | +65.9% |
| All | +187.2% | +978.8% | -791.5% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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