+1,491.8%
CME vs MKTX
+1,445.7%
+46.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +5.5% | +1.0% | +4.6% | +5.2% |
| 3M | +11.0% | +41.3% | -30.3% | -2.1% |
| 6M | -9.7% | -11.3% | +1.6% | -7.6% |
| YTD | +4.9% | -8.6% | +13.4% | +6.0% |
| 1Y | +10.1% | -11.1% | +21.1% | +12.0% |
| 3Y | +53.5% | -24.5% | +78.0% | +58.7% |
| 5Y | +77.2% | -61.4% | +138.6% | +119.9% |
| 10Y | +282.1% | +6.8% | +275.3% | +221.0% |
| All | +1,491.8% | +1,445.7% | +46.1% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling