+267.3%
MP vs CME
+131.7%
+135.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | +2.3% | +2.5% | -0.2% | +1.9% |
| 30D | -15.3% | +13.9% | -29.2% | -17.3% |
| 3M | -33.5% | +22.4% | -55.9% | -36.1% |
| 6M | -45.5% | +12.9% | -58.4% | -46.9% |
| YTD | -27.3% | +19.6% | -46.9% | -30.7% |
| 1Y | -40.7% | +17.7% | -58.4% | -43.3% |
| 3Y | +145.9% | +65.3% | +80.5% | +101.6% |
| 5Y | -13.9% | +75.1% | -89.0% | -33.1% |
| All | +267.3% | +131.7% | +135.6% | +147.8% |
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