+79.6%
CME vs MKSI
+84.1%
-4.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.6% |
| 7D | -1.6% | +2.7% | -4.3% | -1.5% |
| 30D | +5.6% | -12.8% | +18.4% | +5.3% |
| 3M | +5.6% | -22.5% | +28.1% | +5.0% |
| 6M | -8.3% | +19.4% | -27.7% | -8.3% |
| YTD | +4.3% | +67.7% | -63.4% | +4.4% |
| 1Y | +9.1% | +131.4% | -122.3% | +9.2% |
| 3Y | +52.1% | +197.3% | -145.3% | +48.6% |
| All | +79.6% | +84.1% | -4.5% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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