+324.6%
CMG vs MMM
+75.7%
+248.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | +15.9% | +14.4% | +1.5% | +12.1% |
| 3M | +7.8% | +1.8% | +6.0% | +7.1% |
| 6M | +7.7% | +31.3% | -23.6% | +0.2% |
| YTD | -4.9% | +18.0% | -22.9% | -9.4% |
| 1Y | +12.3% | +10.9% | +1.4% | +8.7% |
| 3Y | -17.1% | +160.6% | -177.7% | -36.0% |
| 5Y | -5.6% | +44.5% | -50.1% | -15.0% |
| All | +324.6% | +75.7% | +248.9% | +263.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling