-40.7%
MP vs CME
+17.5%
-58.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +1.8% |
| 7D | +2.3% | +2.5% | -0.2% | +3.5% |
| 30D | -15.3% | +13.9% | -29.2% | -10.3% |
| 3M | -33.5% | +22.4% | -55.9% | -27.6% |
| 6M | -45.5% | +12.9% | -58.4% | -41.3% |
| YTD | -27.3% | +19.6% | -46.9% | -25.5% |
| 1Y | -40.7% | +17.7% | -58.4% | -40.6% |
| All | -40.7% | +17.5% | -58.2% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling