+280.6%
CME vs MTB
+172.8%
+107.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | +4.7% | -4.6% | +9.3% | +5.9% |
| 3M | +7.8% | +6.3% | +1.6% | +6.0% |
| 6M | -11.0% | +15.6% | -26.6% | -14.7% |
| YTD | +4.0% | +20.6% | -16.5% | -1.6% |
| 1Y | +9.1% | +22.5% | -13.4% | +2.5% |
| 3Y | +52.3% | +114.4% | -62.2% | +16.6% |
| 5Y | +76.1% | +101.9% | -25.8% | +30.7% |
| 10Y | +280.6% | +170.4% | +110.2% | +124.8% |
| All | +280.6% | +172.8% | +107.8% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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