+153.3%
MP vs CME
+57.6%
+95.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.3% |
| 7D | -2.9% | -1.6% | -1.3% | -3.2% |
| 30D | +13.8% | +6.2% | +7.6% | +15.6% |
| 3M | -16.7% | +10.4% | -27.1% | -14.3% |
| 6M | -11.5% | -9.5% | -2.0% | -11.0% |
| YTD | +7.9% | +6.0% | +1.9% | +10.3% |
| 1Y | -15.0% | +9.3% | -24.3% | -12.5% |
| All | +153.3% | +57.6% | +95.7% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling