+4,100.0%
CMG vs MMM
+402.5%
+3,697.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -2.8% | -3.3% | +0.5% | -1.5% |
| 30D | +7.1% | -7.0% | +14.2% | +10.3% |
| 3M | +31.2% | +10.8% | +20.3% | +24.9% |
| 6M | +0.7% | +5.8% | -5.1% | -2.4% |
| YTD | -0.1% | +6.8% | -6.9% | -4.0% |
| 1Y | -10.7% | +10.4% | -21.1% | -15.7% |
| 3Y | -4.7% | +104.7% | -109.4% | -34.1% |
| 5Y | -3.8% | +23.6% | -27.3% | -16.8% |
| 10Y | +352.5% | +54.1% | +298.4% | +214.0% |
| All | +4,100.0% | +402.5% | +3,697.5% | +1,110.9% |
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 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