+14.1%
CME vs MDB
-9.9%
+24.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.1% | -0.4% |
| 7D | -0.6% | -0.9% | +0.4% | -0.6% |
| 30D | +8.5% | -15.2% | +23.7% | +8.3% |
| 3M | +16.0% | -17.9% | +34.0% | +15.9% |
| 6M | +9.3% | +9.3% | 0.0% | +9.6% |
| YTD | +15.3% | -22.0% | +37.3% | +14.2% |
| All | +14.1% | -9.9% | +24.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling