+569.6%
MA vs CME
+297.2%
+272.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.7% |
| 7D | -1.8% | +2.5% | -4.2% | -2.9% |
| 30D | +11.0% | +13.9% | -2.9% | +4.5% |
| 3M | +17.9% | +22.4% | -4.5% | +7.2% |
| 6M | +33.2% | +12.9% | +20.3% | +24.9% |
| YTD | +16.5% | +19.6% | -3.1% | +5.6% |
| 1Y | +19.1% | +17.7% | +1.4% | +8.7% |
| 3Y | +70.6% | +65.3% | +5.2% | +28.9% |
| 5Y | +92.1% | +75.1% | +17.0% | +38.7% |
| 10Y | +569.6% | +305.8% | +263.8% | +258.1% |
| All | +569.6% | +297.2% | +272.4% | +258.1% |
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