-7.8%
MP vs CME
+69.1%
-77.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -6.0% |
| 7D | -19.0% | +3.7% | -22.6% | -19.0% |
| 30D | -30.5% | +13.7% | -44.2% | -30.9% |
| 3M | -29.6% | +16.6% | -46.2% | -30.1% |
| 6M | -50.4% | +8.2% | -58.6% | -50.3% |
| YTD | -33.2% | +16.3% | -49.6% | -34.2% |
| 1Y | -38.6% | +19.1% | -57.7% | -39.7% |
| 3Y | +105.5% | +67.4% | +38.1% | +78.2% |
| 5Y | -7.8% | +71.0% | -78.8% | -27.6% |
| All | -7.8% | +69.1% | -77.0% | -27.6% |
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 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