+6,781.2%
CME vs MDY
+1,049.6%
+5,731.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +6.2% | -1.5% | +7.7% | +7.4% |
| 3M | +10.4% | +0.8% | +9.7% | +9.1% |
| 6M | -9.5% | +7.4% | -16.9% | -15.8% |
| YTD | +6.0% | +15.2% | -9.2% | -7.0% |
| 1Y | +9.3% | +16.5% | -7.3% | -5.5% |
| 3Y | +57.7% | +46.8% | +10.9% | +5.6% |
| 5Y | +77.7% | +46.0% | +31.7% | +14.4% |
| 10Y | +281.2% | +172.1% | +109.2% | +26.3% |
| All | +6,781.2% | +1,049.6% | +5,731.6% | +576.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling