+85.0%
MA vs CME
+75.0%
+10.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.5% | +2.7% | -3.2% | -1.3% |
| 30D | +7.9% | +13.5% | -5.6% | +3.8% |
| 3M | +16.8% | +20.9% | -4.1% | +10.1% |
| 6M | +31.0% | +11.5% | +19.5% | +26.3% |
| YTD | +15.0% | +19.5% | -4.4% | +7.8% |
| 1Y | +17.0% | +17.2% | -0.2% | +10.3% |
| 3Y | +68.5% | +65.1% | +3.3% | +37.5% |
| 5Y | +85.0% | +73.1% | +11.9% | +41.9% |
| All | +85.0% | +75.0% | +10.0% | +41.9% |
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