-5.7%
CMG vs MMM
+24.9%
-30.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.1% |
| 7D | -6.5% | -2.6% | -3.9% | -5.9% |
| 30D | +12.1% | -9.3% | +21.4% | +14.5% |
| 3M | +20.6% | +5.6% | +15.0% | +18.6% |
| 6M | +2.1% | +9.5% | -7.4% | -0.5% |
| YTD | -2.6% | +4.1% | -6.8% | -4.3% |
| 1Y | -8.7% | +9.4% | -18.1% | -11.3% |
| 3Y | -7.4% | +101.0% | -108.4% | -20.8% |
| 5Y | -5.7% | +26.1% | -31.8% | -5.8% |
| All | -5.7% | +24.9% | -30.6% | -5.8% |
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 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