+3,159.7%
MMM vs CAG
+604.3%
+2,555.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +4.6% | +1.2% | +4.6% |
| 30D | +17.9% | +14.7% | +3.3% | +13.8% |
| 3M | +3.6% | +2.4% | +1.2% | +2.7% |
| 6M | +32.9% | +10.7% | +22.2% | +28.8% |
| YTD | +19.5% | -5.5% | +25.0% | +20.0% |
| 1Y | +16.5% | -4.6% | +21.1% | +16.7% |
| 3Y | +167.2% | -34.4% | +201.6% | +190.6% |
| 5Y | +48.2% | -39.2% | +87.4% | +63.4% |
| 10Y | +83.0% | -39.0% | +122.0% | +93.5% |
| All | +3,159.7% | +604.3% | +2,555.4% | +1,685.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling