+70.6%
MA vs CME
+64.8%
+5.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -1.8% | +2.5% | -4.2% | -2.2% |
| 30D | +11.0% | +13.9% | -2.9% | +8.4% |
| 3M | +17.9% | +22.4% | -4.5% | +13.7% |
| 6M | +33.2% | +12.9% | +20.3% | +29.8% |
| YTD | +16.5% | +19.6% | -3.1% | +11.9% |
| 1Y | +19.1% | +17.7% | +1.4% | +14.7% |
| All | +70.6% | +64.8% | +5.7% | +52.7% |
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