+106.6%
MMM vs CCI
-9.6%
+116.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | -3.3% | -0.4% | -2.9% | -3.3% |
| 30D | -7.0% | +2.7% | -9.7% | -7.5% |
| 3M | +10.8% | -18.2% | +29.0% | +15.3% |
| 6M | +5.8% | -14.8% | +20.6% | +8.9% |
| YTD | +6.8% | -12.6% | +19.4% | +9.1% |
| 1Y | +10.4% | -16.7% | +27.1% | +13.9% |
| All | +106.6% | -9.6% | +116.2% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling