+20.3%
MMM vs CAI
-8.1%
+28.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -8.0% | +9.1% | -17.2% | -8.3% |
| 3M | +9.4% | +53.8% | -44.4% | +7.6% |
| 6M | +10.2% | +33.5% | -23.3% | +8.8% |
| YTD | +6.1% | -8.0% | +14.1% | +5.5% |
| 1Y | +10.8% | -28.7% | +39.5% | +10.9% |
| All | +20.3% | -8.1% | +28.3% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling