+2,460.4%
MAR vs CMI
+7,461.1%
-5,000.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -0.5% | +0.7% | -1.2% | -0.8% |
| 30D | -4.7% | -12.3% | +7.6% | +0.7% |
| 3M | -15.6% | -16.8% | +1.2% | -9.6% |
| 6M | +1.2% | +1.5% | -0.3% | -1.3% |
| YTD | +7.5% | +9.8% | -2.3% | +0.4% |
| 1Y | +26.6% | +42.6% | -16.0% | +4.8% |
| 3Y | +66.0% | +151.0% | -85.0% | +6.1% |
| 5Y | +154.1% | +167.0% | -12.9% | +57.4% |
| 10Y | +441.9% | +512.2% | -70.3% | +135.2% |
| All | +2,460.4% | +7,461.1% | -5,000.7% | +217.4% |
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