+554.8%
MA vs CME
+320.1%
+234.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.3% | -0.6% | +0.2% | -0.1% |
| 30D | +11.3% | +8.5% | +2.8% | +7.2% |
| 3M | +16.7% | +16.0% | +0.6% | +8.8% |
| 6M | +32.8% | +9.3% | +23.4% | +26.5% |
| YTD | +15.6% | +15.3% | +0.3% | +6.7% |
| 1Y | +19.6% | +14.4% | +5.2% | +10.6% |
| 3Y | +72.1% | +59.9% | +12.2% | +32.4% |
| 5Y | +96.0% | +69.4% | +26.6% | +44.1% |
| 10Y | +554.8% | +299.5% | +255.3% | +274.8% |
| All | +554.8% | +320.1% | +234.7% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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