+21.0%
MMM vs CAI
-7.1%
+28.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -3.3% | -2.2% | -1.1% | -3.2% |
| 30D | -7.0% | +52.4% | -59.4% | -8.4% |
| 3M | +10.8% | +45.1% | -34.3% | +9.3% |
| 6M | +5.8% | +26.2% | -20.5% | +4.5% |
| YTD | +6.8% | -7.1% | +13.8% | +6.1% |
| 1Y | +10.4% | -31.0% | +41.4% | +10.6% |
| All | +21.0% | -7.1% | +28.2% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling