+264.6%
MP vs CMI
+203.7%
+60.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.2% |
| 7D | -3.6% | -9.3% | +5.7% | +4.2% |
| 30D | -21.0% | -13.2% | -7.8% | -11.5% |
| 3M | -33.3% | -28.2% | -5.1% | -13.4% |
| 6M | -45.9% | -32.7% | -13.2% | -26.7% |
| YTD | -27.8% | -10.1% | -17.7% | -22.6% |
| 1Y | -43.2% | -4.9% | -38.3% | -41.8% |
| 3Y | +144.0% | +120.4% | +23.7% | +17.6% |
| 5Y | -6.1% | +114.3% | -120.4% | -54.8% |
| All | +264.6% | +203.7% | +60.9% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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