+40.1%
MA vs CMI
+156.7%
-116.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -1.8% | +1.9% | -3.6% | -1.9% |
| 30D | +1.4% | -12.5% | +13.9% | +2.8% |
| 3M | +17.7% | -16.2% | +34.0% | +19.4% |
| 6M | +9.7% | +4.9% | +4.8% | +5.8% |
| YTD | +0.5% | +11.1% | -10.6% | -5.1% |
| 1Y | -2.1% | +43.4% | -45.4% | -14.0% |
| 3Y | +40.1% | +154.1% | -114.0% | +3.9% |
| All | +40.1% | +156.7% | -116.6% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling