+274.2%
CME vs MKTX
+5.0%
+269.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +5.6% | +0.7% | +4.9% | +5.4% |
| 3M | +5.6% | +40.8% | -35.2% | -5.1% |
| 6M | -8.3% | -8.0% | -0.3% | -7.0% |
| YTD | +4.3% | -8.7% | +13.1% | +5.8% |
| 1Y | +9.1% | -11.8% | +20.9% | +11.6% |
| 3Y | +52.1% | -24.0% | +76.1% | +56.7% |
| 5Y | +79.7% | -60.3% | +140.0% | +122.1% |
| All | +274.2% | +5.0% | +269.2% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling