+517.0%
MA vs CME
+284.8%
+232.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | -1.6% | -1.1% | -2.1% |
| 30D | +1.5% | +6.2% | -4.7% | -1.3% |
| 3M | +20.4% | +10.4% | +10.0% | +14.6% |
| 6M | +11.1% | -9.5% | +20.7% | +15.5% |
| YTD | +2.0% | +6.0% | -4.1% | -2.1% |
| 1Y | -2.2% | +9.3% | -11.4% | -7.6% |
| 3Y | +41.9% | +57.7% | -15.8% | +9.5% |
| 5Y | +75.4% | +77.7% | -2.3% | +25.3% |
| All | +517.0% | +284.8% | +232.1% | +263.4% |
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