+79.1%
CME vs MDB
-28.4%
+107.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.1% |
| 7D | -1.6% | -17.4% | +15.9% | -1.0% |
| 30D | +6.2% | -2.0% | +8.3% | +6.2% |
| 3M | +10.4% | -3.0% | +13.4% | +10.3% |
| 6M | -9.5% | +48.7% | -58.2% | -11.1% |
| YTD | +6.0% | -12.1% | +18.2% | +5.9% |
| 1Y | +9.3% | +14.5% | -5.2% | +7.8% |
| 3Y | +57.7% | -6.1% | +63.8% | +55.4% |
| All | +79.1% | -28.4% | +107.5% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling