+15.0%
MMM vs CAG
-5.9%
+20.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +15.2% |
| 3M | +4.5% | +4.0% | +0.4% | +3.1% |
| 6M | +33.4% | +10.0% | +23.4% | +30.5% |
| YTD | +20.0% | -6.1% | +26.1% | +21.3% |
| 1Y | +15.0% | -4.3% | +19.3% | +15.2% |
| All | +15.0% | -5.9% | +20.9% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling