+6,706.3%
CME vs MKSI
+1,968.8%
+4,737.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.5% |
| 7D | -2.9% | +7.7% | -10.6% | -4.5% |
| 30D | +5.5% | -12.9% | +18.4% | +8.4% |
| 3M | +11.0% | -14.8% | +25.8% | +11.8% |
| 6M | -9.7% | +26.6% | -36.3% | -18.2% |
| YTD | +4.9% | +66.6% | -61.7% | -11.9% |
| 1Y | +10.1% | +144.6% | -134.5% | -17.1% |
| 3Y | +53.5% | +193.1% | -139.6% | -1.1% |
| 5Y | +77.2% | +88.6% | -11.4% | +21.8% |
| 10Y | +282.1% | +490.9% | -208.8% | +49.6% |
| All | +6,706.3% | +1,968.8% | +4,737.5% | +1,382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling