-1.8%
MA vs CMI
+40.9%
-42.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.5% |
| 7D | -3.5% | +0.8% | -4.3% | -3.4% |
| 30D | +0.7% | -12.8% | +13.5% | -0.7% |
| 3M | +15.8% | -12.4% | +28.2% | +13.9% |
| 6M | +10.2% | -0.9% | +11.1% | +7.6% |
| YTD | -0.5% | +8.9% | -9.3% | -3.0% |
| 1Y | -1.8% | +37.7% | -39.5% | -2.4% |
| All | -1.8% | +40.9% | -42.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling