+13,824.1%
MA vs CMI
+3,088.1%
+10,736.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +1.5% | -13.4% | +15.0% | +7.3% |
| 3M | +20.4% | -17.0% | +37.4% | +27.9% |
| 6M | +11.1% | -1.6% | +12.8% | +8.6% |
| YTD | +2.0% | +11.0% | -9.0% | -6.1% |
| 1Y | -2.2% | +41.9% | -44.1% | -19.3% |
| 3Y | +41.9% | +151.8% | -109.9% | -10.5% |
| 5Y | +75.4% | +163.6% | -88.2% | +7.1% |
| 10Y | +527.5% | +472.9% | +54.6% | +169.2% |
| All | +13,824.1% | +3,088.1% | +10,736.0% | +2,791.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling