+503.2%
CMI vs MKTX
+5.0%
+498.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -12.4% | +0.7% | -13.1% | -12.5% |
| 3M | -14.8% | +40.8% | -55.6% | -18.8% |
| 6M | +0.8% | -8.0% | +8.8% | +1.5% |
| YTD | +10.2% | -8.7% | +18.9% | +11.0% |
| 1Y | +37.4% | -11.8% | +49.3% | +38.9% |
| 3Y | +153.3% | -24.0% | +177.3% | +155.8% |
| 5Y | +167.6% | -60.3% | +227.9% | +198.5% |
| All | +503.2% | +5.0% | +498.2% | +400.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling