+76.1%
CME vs MDY
+45.8%
+30.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -0.6% | -0.8% | +0.1% | -0.5% |
| 30D | +4.7% | -3.9% | +8.5% | +5.3% |
| 3M | +7.8% | 0.0% | +7.9% | +7.7% |
| 6M | -11.0% | +8.5% | -19.5% | -12.5% |
| YTD | +4.0% | +13.2% | -9.2% | +1.4% |
| 1Y | +9.1% | +15.0% | -5.9% | +6.0% |
| 3Y | +52.3% | +49.6% | +2.7% | +34.7% |
| 5Y | +76.1% | +46.0% | +30.1% | +56.2% |
| All | +76.1% | +45.8% | +30.2% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling