+76.1%
CME vs MKC
-34.7%
+110.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.6% | -4.3% | +3.7% | 0.0% |
| 30D | +4.7% | -3.1% | +7.8% | +5.2% |
| 3M | +7.8% | +6.8% | +1.0% | +6.6% |
| 6M | -11.0% | -18.3% | +7.4% | -8.3% |
| YTD | +4.0% | -23.1% | +27.1% | +8.0% |
| 1Y | +9.1% | -23.7% | +32.8% | +13.4% |
| 3Y | +52.3% | -31.0% | +83.3% | +62.0% |
| 5Y | +76.1% | -33.5% | +109.6% | +98.3% |
| All | +76.1% | -34.7% | +110.8% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling