+54.7%
MMM vs CCI
+17.8%
+37.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.6% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | -9.3% | +2.1% | -11.4% | -9.9% |
| 3M | +5.6% | -17.8% | +23.4% | +11.4% |
| 6M | +9.5% | -14.2% | +23.6% | +13.5% |
| YTD | +4.1% | -13.3% | +17.5% | +7.4% |
| 1Y | +9.4% | -16.6% | +26.0% | +14.0% |
| 3Y | +101.0% | -10.8% | +111.8% | +100.4% |
| 5Y | +26.1% | -50.3% | +76.4% | +50.4% |
| 10Y | +54.7% | +22.5% | +32.2% | +49.0% |
| All | +54.7% | +17.8% | +37.0% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling