+68.9%
MP vs CMI
+170.2%
-101.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +3.0% | +1.9% | +1.1% | +1.5% |
| 30D | +8.3% | -12.5% | +20.8% | +20.5% |
| 3M | -3.8% | -16.2% | +12.4% | +10.5% |
| 6M | -4.9% | +4.9% | -9.8% | -9.5% |
| YTD | +9.6% | +11.1% | -1.5% | -1.2% |
| 1Y | -11.7% | +43.4% | -55.1% | -36.3% |
| 3Y | +158.5% | +154.1% | +4.4% | +5.7% |
| 5Y | +68.9% | +169.5% | -100.6% | -38.3% |
| All | +68.9% | +170.2% | -101.3% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling