+76.3%
MMM vs CF
+479.1%
-402.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.4% | +4.8% | -5.2% | -1.2% |
| 30D | +12.1% | +4.7% | +7.4% | +11.0% |
| 3M | +1.4% | +7.4% | -6.0% | -0.3% |
| 6M | +26.6% | +0.6% | +26.0% | +25.4% |
| YTD | +16.8% | +64.1% | -47.3% | +2.7% |
| 1Y | +10.1% | +51.4% | -41.3% | -1.7% |
| 3Y | +158.4% | +67.8% | +90.6% | +121.1% |
| 5Y | +43.1% | +114.1% | -71.0% | +9.1% |
| All | +76.3% | +479.1% | -402.7% | +3.9% |
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