+639.5%
CEG vs MMM
+32.5%
+607.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.7% | +4.8% |
| 7D | +8.0% | -3.3% | +11.3% | +9.1% |
| 30D | +12.9% | -7.0% | +20.0% | +15.5% |
| 3M | +13.2% | +10.8% | +2.3% | +9.4% |
| 6M | -7.0% | +5.8% | -12.8% | -9.0% |
| YTD | -15.0% | +6.8% | -21.8% | -17.2% |
| 1Y | -2.7% | +10.4% | -13.1% | -6.8% |
| 3Y | +184.1% | +104.7% | +79.4% | +126.0% |
| All | +639.5% | +32.5% | +607.0% | +537.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling