+274.2%
CME vs MDY
+177.2%
+97.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -1.6% | -1.9% | +0.3% | -0.7% |
| 30D | +5.6% | -4.6% | +10.2% | +7.9% |
| 3M | +5.6% | -1.2% | +6.8% | +5.9% |
| 6M | -8.3% | +9.2% | -17.5% | -12.8% |
| YTD | +4.3% | +13.1% | -8.7% | -2.8% |
| 1Y | +9.1% | +13.0% | -3.9% | +1.4% |
| 3Y | +52.1% | +49.2% | +2.8% | +16.5% |
| 5Y | +79.7% | +47.2% | +32.4% | +35.4% |
| All | +274.2% | +177.2% | +97.1% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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