+7,715.0%
CME vs MKC
+565.3%
+7,149.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | +3.9% | -3.0% | +6.9% | +5.3% |
| 30D | +11.3% | +4.8% | +6.5% | +8.8% |
| 3M | +19.6% | -12.8% | +32.4% | +26.2% |
| 6M | +8.1% | +5.0% | +3.1% | +4.5% |
| YTD | +20.4% | -29.1% | +49.5% | +36.7% |
| 1Y | +16.5% | -26.4% | +42.9% | +29.9% |
| 3Y | +66.4% | -21.6% | +88.1% | +74.3% |
| 5Y | +74.5% | -35.2% | +109.7% | +94.0% |
| 10Y | +308.5% | +25.6% | +282.8% | +189.5% |
| All | +7,715.0% | +565.3% | +7,149.7% | +2,146.4% |
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