+3,099.6%
MMM vs CAG
+602.0%
+2,497.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | +6.2% | +5.8% | +0.4% | +4.7% |
| 30D | +14.2% | +16.4% | -2.1% | +9.8% |
| 3M | +2.9% | +3.8% | -0.9% | +1.7% |
| 6M | +27.6% | +10.8% | +16.7% | +23.5% |
| YTD | +17.3% | -5.8% | +23.1% | +17.9% |
| 1Y | +15.1% | -2.4% | +17.5% | +14.5% |
| 3Y | +157.1% | -33.4% | +190.6% | +178.6% |
| 5Y | +45.1% | -39.4% | +84.6% | +60.2% |
| 10Y | +83.9% | -37.5% | +121.3% | +93.2% |
| All | +3,099.6% | +602.0% | +2,497.6% | +1,654.2% |
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 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