+70.6%
MA vs CMI
+126.8%
-56.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.1% |
| 7D | -1.8% | -1.8% | 0.0% | -1.6% |
| 30D | +11.0% | -12.2% | +23.3% | +12.1% |
| 3M | +17.9% | -26.5% | +44.4% | +20.9% |
| 6M | +33.2% | -33.6% | +66.8% | +37.6% |
| YTD | +16.5% | -8.3% | +24.8% | +11.8% |
| 1Y | +19.1% | -1.3% | +20.4% | +12.1% |
| All | +70.6% | +126.8% | -56.2% | +36.3% |
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