+14.3%
MMM vs CAI
-0.6%
+15.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.6% |
| 7D | +7.0% | -25.6% | +32.6% | +8.4% |
| 30D | +18.4% | -17.7% | +36.1% | +19.5% |
| 3M | +4.5% | +4.4% | +0.1% | +4.7% |
| 6M | +33.4% | +51.3% | -17.8% | +31.5% |
| YTD | +20.0% | -9.5% | +29.4% | +17.2% |
| All | +14.3% | -0.6% | +15.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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