-14.0%
MP vs CMI
+41.9%
-55.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.1% |
| 7D | -0.7% | +0.7% | -1.4% | -1.2% |
| 30D | -0.7% | -12.3% | +11.6% | +8.8% |
| 3M | 0.0% | -16.8% | +16.8% | +13.2% |
| 6M | -10.0% | +1.5% | -11.5% | -11.8% |
| YTD | +7.5% | +9.8% | -2.3% | +2.1% |
| 1Y | -14.0% | +42.6% | -56.6% | -22.6% |
| All | -14.0% | +41.9% | -55.9% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling