+15,762.5%
MA vs CME
+624.8%
+15,137.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | +1.8% | +1.7% | +0.1% | +1.1% |
| 30D | +11.8% | +10.2% | +1.7% | +6.9% |
| 3M | +17.2% | +17.8% | -0.6% | +8.6% |
| 6M | +33.4% | +11.0% | +22.4% | +26.1% |
| YTD | +16.1% | +17.0% | -0.9% | +6.5% |
| 1Y | +19.9% | +15.8% | +4.1% | +10.4% |
| 3Y | +70.1% | +61.8% | +8.3% | +32.1% |
| 5Y | +89.6% | +72.5% | +17.2% | +41.1% |
| 10Y | +568.4% | +288.0% | +280.4% | +232.7% |
| All | +15,762.5% | +624.8% | +15,137.7% | +5,043.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling