+3,896.6%
CMG vs MMM
+455.2%
+3,441.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.4% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +15.9% | +14.4% | +1.5% | +9.5% |
| 3M | +7.8% | +1.8% | +6.0% | +6.6% |
| 6M | +7.7% | +31.3% | -23.6% | -4.8% |
| YTD | -4.9% | +18.0% | -22.9% | -12.5% |
| 1Y | +12.3% | +10.9% | +1.4% | +6.1% |
| 3Y | -17.1% | +160.6% | -177.7% | -48.5% |
| 5Y | -5.6% | +44.5% | -50.1% | -24.0% |
| 10Y | +342.9% | +75.9% | +267.0% | +188.3% |
| All | +3,896.6% | +455.2% | +3,441.4% | +1,003.1% |
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