+29.4%
MMM vs CAG
-40.1%
+69.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -3.3% | -3.8% | +0.5% | -2.4% |
| 30D | -7.0% | +3.1% | -10.2% | -7.9% |
| 3M | +10.8% | +23.5% | -12.7% | +4.5% |
| 6M | +5.8% | -14.8% | +20.6% | +9.9% |
| YTD | +6.8% | -5.4% | +12.2% | +7.6% |
| 1Y | +10.4% | -11.8% | +22.2% | +13.2% |
| 3Y | +104.7% | -36.7% | +141.3% | +127.7% |
| All | +29.4% | -40.1% | +69.5% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling