+1.4%
CRM vs MMM
+9.2%
-7.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.0% |
| 7D | -4.4% | -2.1% | -2.3% | -4.6% |
| 30D | +28.1% | -9.8% | +38.0% | +27.3% |
| 3M | +48.8% | +4.9% | +43.9% | +49.7% |
| 6M | +28.3% | +7.3% | +20.9% | +30.0% |
| YTD | -6.0% | +4.5% | -10.5% | -4.5% |
| 1Y | +1.4% | +5.4% | -3.9% | -0.2% |
| All | +1.4% | +9.2% | -7.8% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling