+274.2%
CME vs MKC
+29.9%
+244.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.6% | -1.5% | -0.1% | -1.2% |
| 30D | +5.6% | -3.1% | +8.7% | +6.5% |
| 3M | +5.6% | +5.2% | +0.4% | +3.7% |
| 6M | -8.3% | -12.8% | +4.6% | -5.2% |
| YTD | +4.3% | -23.3% | +27.6% | +11.5% |
| 1Y | +9.1% | -24.1% | +33.2% | +16.7% |
| 3Y | +52.1% | -32.1% | +84.2% | +66.5% |
| 5Y | +79.7% | -32.8% | +112.5% | +94.1% |
| All | +274.2% | +29.9% | +244.4% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling