+15,819.0%
MA vs CMI
+2,470.9%
+13,348.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +1.3% | +0.5% | +0.8% | +1.0% |
| 30D | +9.6% | -14.0% | +23.6% | +15.8% |
| 3M | +16.8% | -28.1% | +44.9% | +32.0% |
| 6M | +35.2% | -35.8% | +71.0% | +57.3% |
| YTD | +16.6% | -10.5% | +27.1% | +16.1% |
| 1Y | +19.8% | -1.9% | +21.6% | +14.6% |
| 3Y | +70.7% | +121.0% | -50.3% | +12.4% |
| 5Y | +87.4% | +114.6% | -27.2% | +23.6% |
| 10Y | +570.0% | +325.5% | +244.6% | +222.4% |
| All | +15,819.0% | +2,470.9% | +13,348.2% | +3,476.4% |
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 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