+445.3%
MP vs CME
+105.3%
+340.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | -2.9% | -1.6% | -1.3% | -2.6% |
| 30D | +13.8% | +6.2% | +7.6% | +12.3% |
| 3M | -16.7% | +10.4% | -27.1% | -18.7% |
| 6M | -11.5% | -9.5% | -2.0% | -9.2% |
| YTD | +7.9% | +6.0% | +1.9% | +5.3% |
| 1Y | -15.0% | +9.3% | -24.3% | -18.1% |
| 3Y | +153.5% | +57.7% | +95.9% | +104.5% |
| 5Y | +58.7% | +77.7% | -19.0% | +16.5% |
| All | +445.3% | +105.3% | +340.0% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling