+68.6%
MAR vs CMI
+150.2%
-81.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -5.4% | -12.4% | +7.0% | -0.9% |
| 3M | -15.5% | -14.8% | -0.7% | -11.4% |
| 6M | +3.0% | +0.8% | +2.2% | -0.5% |
| YTD | +8.5% | +10.2% | -1.7% | -0.9% |
| 1Y | +26.0% | +37.4% | -11.5% | +2.2% |
| 3Y | +68.6% | +153.3% | -84.7% | -1.5% |
| All | +68.6% | +150.2% | -81.6% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling