+77.2%
CME vs MTB
+102.5%
-25.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -2.9% | +2.8% | -5.6% | -3.1% |
| 30D | +5.5% | -4.2% | +9.7% | +5.9% |
| 3M | +11.0% | +7.8% | +3.2% | +10.3% |
| 6M | -9.7% | +14.8% | -24.5% | -10.7% |
| YTD | +4.9% | +20.8% | -15.9% | +3.1% |
| 1Y | +10.1% | +23.1% | -13.0% | +8.0% |
| 3Y | +53.5% | +114.8% | -61.3% | +38.1% |
| 5Y | +77.2% | +103.3% | -26.1% | +57.3% |
| All | +77.2% | +102.5% | -25.3% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling