+52.8%
CME vs MDY
+50.3%
+2.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.2% |
| 7D | -2.9% | +1.0% | -3.9% | -2.8% |
| 30D | +5.5% | -3.1% | +8.7% | +5.2% |
| 3M | +11.0% | +1.8% | +9.1% | +11.2% |
| 6M | -9.7% | +10.8% | -20.5% | -9.0% |
| YTD | +4.9% | +14.4% | -9.6% | +5.9% |
| 1Y | +10.1% | +15.2% | -5.1% | +11.3% |
| All | +52.8% | +50.3% | +2.5% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling