-23.4%
CEG vs MMM
+15.0%
-38.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +1.7% | +7.0% | -5.3% | +1.0% |
| 30D | -10.2% | +18.4% | -28.6% | -12.5% |
| 3M | -0.8% | +4.5% | -5.3% | -0.9% |
| 6M | -11.5% | +33.4% | -45.0% | -15.9% |
| YTD | -23.9% | +20.0% | -43.8% | -25.0% |
| All | -23.4% | +15.0% | -38.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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