+272.5%
PM vs CMI
+320.3%
-47.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +0.5% | +0.5% | +0.1% | +0.4% |
| 30D | -3.2% | -14.0% | +10.8% | -0.2% |
| 3M | +6.2% | -28.1% | +34.4% | +13.7% |
| 6M | +7.7% | -35.8% | +43.5% | +17.4% |
| YTD | +27.3% | -10.5% | +37.8% | +26.3% |
| 1Y | +32.8% | -1.9% | +34.6% | +28.3% |
| 3Y | +150.0% | +121.0% | +29.0% | +81.6% |
| 5Y | +164.2% | +114.6% | +49.7% | +90.6% |
| All | +272.5% | +320.3% | -47.8% | +119.2% |
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