+12.9%
CME vs MDY
+1.3%
+11.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.6% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +13.9% | +2.1% | +11.8% | +15.3% |
| 3M | +22.4% | -3.6% | +26.0% | +18.3% |
| 6M | +12.9% | +1.7% | +11.2% | +14.2% |
| All | +12.9% | +1.3% | +11.6% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling