+66.4%
CME vs MKC
-21.4%
+87.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +3.9% | -3.0% | +6.9% | +4.3% |
| 30D | +11.3% | +4.8% | +6.5% | +10.7% |
| 3M | +19.6% | -12.8% | +32.4% | +21.2% |
| 6M | +8.1% | +5.0% | +3.1% | +7.4% |
| YTD | +20.4% | -29.1% | +49.5% | +24.9% |
| 1Y | +16.5% | -26.4% | +42.9% | +20.1% |
| 3Y | +66.4% | -21.6% | +88.1% | +76.0% |
| All | +66.4% | -21.4% | +87.9% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling