+53.5%
CME vs MTB
+118.5%
-65.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -2.9% | +2.8% | -5.6% | -2.8% |
| 30D | +5.5% | -4.2% | +9.7% | +5.4% |
| 3M | +11.0% | +7.8% | +3.2% | +11.3% |
| 6M | -9.7% | +14.8% | -24.5% | -9.2% |
| YTD | +4.9% | +20.8% | -15.9% | +5.5% |
| 1Y | +10.1% | +23.1% | -13.0% | +10.8% |
| 3Y | +53.5% | +114.8% | -61.3% | +52.1% |
| All | +53.5% | +118.5% | -65.0% | +52.1% |
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