+59.9%
CME vs MTB
+103.9%
-44.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.4% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | +8.5% | +2.4% | +6.1% | +8.6% |
| 3M | +16.0% | -10.5% | +26.5% | +15.5% |
| 6M | +9.3% | +6.4% | +2.9% | +9.8% |
| YTD | +15.3% | +12.8% | +2.5% | +16.1% |
| 1Y | +14.4% | +23.3% | -8.9% | +15.5% |
| 3Y | +59.9% | +108.2% | -48.3% | +65.4% |
| All | +59.9% | +103.9% | -44.0% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling