+75.1%
CME vs MDY
+37.8%
+37.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | +13.9% | +2.1% | +11.8% | +13.6% |
| 3M | +22.4% | -3.6% | +26.0% | +23.0% |
| 6M | +12.9% | +1.7% | +11.2% | +12.4% |
| YTD | +19.6% | +13.8% | +5.8% | +16.6% |
| 1Y | +17.7% | +15.5% | +2.2% | +14.4% |
| 3Y | +65.3% | +58.3% | +7.0% | +43.9% |
| 5Y | +75.1% | +37.4% | +37.7% | +63.9% |
| All | +75.1% | +37.8% | +37.4% | +63.9% |
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