+33.2%
MA vs CMI
-31.7%
+64.9%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.7% |
| 7D | -1.8% | -1.8% | 0.0% | -2.1% |
| 30D | +11.0% | -12.2% | +23.3% | +8.2% |
| 3M | +17.9% | -26.5% | +44.4% | +10.4% |
| 6M | +33.2% | -33.6% | +66.8% | +21.1% |
| All | +33.2% | -31.7% | +64.9% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling