+79.6%
MMM vs CAG
-38.9%
+118.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +7.0% | +6.6% | +0.3% | +5.4% |
| 30D | +18.4% | +13.9% | +4.5% | +14.7% |
| 3M | +4.5% | +4.0% | +0.4% | +3.2% |
| 6M | +33.4% | +10.0% | +23.4% | +29.7% |
| YTD | +20.0% | -6.1% | +26.1% | +20.7% |
| 1Y | +15.0% | -4.3% | +19.3% | +15.1% |
| 3Y | +165.0% | -34.6% | +199.5% | +187.3% |
| 5Y | +47.9% | -39.4% | +87.4% | +62.8% |
| 10Y | +79.6% | -34.2% | +113.8% | +88.2% |
| All | +79.6% | -38.9% | +118.5% | +88.2% |
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