+5,676.4%
CRM vs MMM
+315.7%
+5,360.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -0.9% |
| 7D | -5.0% | -2.6% | -2.4% | -3.5% |
| 30D | +23.6% | -9.3% | +32.9% | +30.5% |
| 3M | +39.6% | +5.6% | +34.0% | +34.4% |
| 6M | +23.4% | +9.5% | +14.0% | +15.1% |
| YTD | -7.4% | +4.1% | -11.5% | -11.8% |
| 1Y | -2.3% | +9.4% | -11.7% | -10.3% |
| 3Y | +10.5% | +101.0% | -90.5% | -34.7% |
| 5Y | -4.7% | +26.1% | -30.9% | -25.0% |
| 10Y | +234.7% | +54.7% | +180.0% | +103.3% |
| All | +5,676.4% | +315.7% | +5,360.7% | +1,399.5% |
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