+7,663.4%
CME vs MKC
+565.0%
+7,098.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +2.5% | -7.0% | +9.5% | +5.7% |
| 30D | +13.9% | +4.1% | +9.9% | +11.7% |
| 3M | +22.4% | -10.3% | +32.7% | +27.5% |
| 6M | +12.9% | +1.7% | +11.2% | +10.7% |
| YTD | +19.6% | -29.1% | +48.7% | +35.9% |
| 1Y | +17.7% | -26.0% | +43.7% | +30.9% |
| 3Y | +65.3% | -21.5% | +86.8% | +72.9% |
| 5Y | +75.1% | -35.0% | +110.2% | +94.4% |
| 10Y | +305.8% | +25.6% | +280.2% | +187.6% |
| All | +7,663.4% | +565.0% | +7,098.4% | +2,132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling