+593.1%
MA vs CME
+308.7%
+284.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +1.3% | +3.9% | -2.6% | -0.5% |
| 30D | +9.6% | +11.3% | -1.7% | +4.3% |
| 3M | +16.8% | +19.6% | -2.8% | +7.4% |
| 6M | +35.2% | +8.1% | +27.1% | +29.6% |
| YTD | +16.6% | +20.4% | -3.8% | +5.3% |
| 1Y | +19.8% | +16.5% | +3.3% | +9.9% |
| 3Y | +70.7% | +66.4% | +4.2% | +28.6% |
| 5Y | +87.4% | +74.5% | +12.9% | +35.6% |
| All | +593.1% | +308.7% | +284.4% | +263.0% |
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