-15.1%
MP vs CME
+69.3%
-84.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.0% |
| 7D | -10.5% | +0.9% | -11.4% | -10.5% |
| 30D | -23.5% | +13.2% | -36.7% | -24.0% |
| 3M | -25.4% | +16.3% | -41.7% | -26.1% |
| 6M | -51.3% | +7.1% | -58.4% | -51.1% |
| YTD | -29.9% | +15.8% | -45.7% | -31.0% |
| 1Y | -31.8% | +17.1% | -48.9% | -33.0% |
| 3Y | +127.0% | +63.2% | +63.8% | +98.2% |
| All | -15.1% | +69.3% | -84.4% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling