+79.6%
MMM vs CF
+494.2%
-414.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | +7.0% | +4.8% | +2.2% | +6.0% |
| 30D | +18.4% | +9.7% | +8.7% | +16.3% |
| 3M | +4.5% | +1.2% | +3.2% | +3.8% |
| 6M | +33.4% | +7.4% | +26.1% | +30.4% |
| YTD | +20.0% | +60.5% | -40.6% | +5.8% |
| 1Y | +15.0% | +50.7% | -35.7% | +2.8% |
| 3Y | +165.0% | +64.8% | +100.2% | +127.4% |
| 5Y | +47.9% | +115.8% | -67.9% | +12.3% |
| 10Y | +79.6% | +481.0% | -401.4% | +6.1% |
| All | +79.6% | +494.2% | -414.5% | +6.1% |
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