+72.1%
MA vs CME
+66.3%
+5.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.3% | +0.9% | +1.4% | +2.1% |
| 30D | +14.7% | +13.2% | +1.5% | +12.2% |
| 3M | +13.5% | +16.3% | -2.8% | +10.5% |
| 6M | +33.1% | +7.1% | +26.0% | +31.1% |
| YTD | +15.1% | +15.8% | -0.8% | +11.2% |
| 1Y | +18.7% | +17.1% | +1.7% | +14.4% |
| 3Y | +72.1% | +63.2% | +8.9% | +55.1% |
| All | +72.1% | +66.3% | +5.7% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling