+6,781.2%
CME vs MKC
+630.0%
+6,151.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.6% | -5.9% | +4.3% | +1.0% |
| 30D | +6.2% | -0.9% | +7.1% | +6.5% |
| 3M | +10.4% | +12.7% | -2.3% | +4.1% |
| 6M | -9.5% | -19.3% | +9.8% | -1.7% |
| YTD | +6.0% | -22.2% | +28.2% | +16.2% |
| 1Y | +9.3% | -23.3% | +32.6% | +20.1% |
| 3Y | +57.7% | -30.0% | +87.7% | +75.7% |
| 5Y | +77.7% | -33.8% | +111.5% | +98.0% |
| 10Y | +281.2% | +24.4% | +256.8% | +177.1% |
| All | +6,781.2% | +630.0% | +6,151.1% | +1,808.9% |
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