+15,612.2%
MA vs CMI
+2,489.2%
+13,123.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | -0.5% | +1.5% | -2.0% | -1.2% |
| 30D | +7.9% | -14.0% | +21.9% | +13.9% |
| 3M | +16.8% | -28.3% | +45.1% | +32.1% |
| 6M | +31.0% | -34.9% | +65.9% | +51.6% |
| YTD | +15.0% | -9.9% | +24.9% | +14.3% |
| 1Y | +17.0% | -3.6% | +20.7% | +12.8% |
| 3Y | +68.5% | +120.9% | -52.5% | +11.0% |
| 5Y | +85.0% | +116.1% | -31.1% | +21.6% |
| 10Y | +561.3% | +328.5% | +232.8% | +217.4% |
| All | +15,612.2% | +2,489.2% | +13,123.0% | +3,420.3% |
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 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