+593.0%
CEG vs MMM
+44.3%
+548.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +12.1% | -0.8% | +12.9% | +12.4% |
| 30D | +0.2% | +11.7% | -11.4% | -3.4% |
| 3M | +0.7% | +1.0% | -0.3% | 0.0% |
| 6M | +2.2% | +26.0% | -23.8% | -5.3% |
| YTD | -20.3% | +16.3% | -36.7% | -24.7% |
| 1Y | -16.1% | +9.6% | -25.7% | -19.2% |
| 3Y | +134.7% | +157.3% | -22.7% | +73.2% |
| All | +593.0% | +44.3% | +548.7% | +479.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling