+53.8%
MMM vs CAG
-36.5%
+90.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -1.6% | -5.3% | +3.7% | -0.4% |
| 30D | -8.0% | +1.0% | -9.0% | -8.3% |
| 3M | +9.4% | +17.4% | -8.0% | +5.1% |
| 6M | +10.2% | -16.8% | +27.0% | +14.4% |
| YTD | +6.1% | -6.8% | +12.9% | +7.1% |
| 1Y | +10.8% | -15.4% | +26.2% | +14.2% |
| 3Y | +104.8% | -37.1% | +141.9% | +123.9% |
| 5Y | +27.0% | -41.3% | +68.3% | +40.6% |
| 10Y | +53.8% | -35.5% | +89.2% | +62.3% |
| All | +53.8% | -36.5% | +90.3% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling