+92.3%
MA vs CME
+69.3%
+23.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | +14.7% | +13.2% | +1.5% | +10.4% |
| 3M | +13.5% | +16.3% | -2.8% | +8.3% |
| 6M | +33.1% | +7.1% | +26.0% | +29.9% |
| YTD | +15.1% | +15.8% | -0.8% | +8.8% |
| 1Y | +18.7% | +17.1% | +1.7% | +11.8% |
| 3Y | +72.1% | +63.2% | +8.9% | +40.6% |
| All | +92.3% | +69.3% | +23.0% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling