+92.1%
MA vs CMI
+118.3%
-26.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | -1.8% | -1.8% | 0.0% | -1.4% |
| 30D | +11.0% | -12.2% | +23.3% | +14.1% |
| 3M | +17.9% | -26.5% | +44.4% | +26.3% |
| 6M | +33.2% | -33.6% | +66.8% | +45.2% |
| YTD | +16.5% | -8.3% | +24.8% | +12.0% |
| 1Y | +19.1% | -1.3% | +20.4% | +11.1% |
| 3Y | +70.6% | +124.8% | -54.2% | +5.6% |
| 5Y | +92.1% | +119.9% | -27.7% | +17.4% |
| All | +92.1% | +118.3% | -26.2% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling