+80.3%
MMM vs CF
+561.7%
-481.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +6.2% | -3.2% | +9.4% | +6.6% |
| 30D | +14.2% | +4.3% | +9.9% | +13.1% |
| 3M | +2.9% | +2.8% | +0.1% | +1.9% |
| 6M | +27.6% | +0.6% | +26.9% | +26.1% |
| YTD | +17.3% | +56.6% | -39.4% | +3.9% |
| 1Y | +15.1% | +49.6% | -34.5% | +2.9% |
| 3Y | +157.1% | +61.5% | +95.6% | +121.5% |
| 5Y | +45.1% | +124.0% | -78.8% | +9.0% |
| All | +80.3% | +561.7% | -481.4% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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