+15.1%
MMM vs CF
+46.5%
-31.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.3% |
| 7D | +6.2% | -3.2% | +9.4% | +5.9% |
| 30D | +14.2% | +4.3% | +9.9% | +15.3% |
| 3M | +2.9% | +2.8% | +0.1% | +4.0% |
| 6M | +27.6% | +0.6% | +26.9% | +28.6% |
| YTD | +17.3% | +56.6% | -39.4% | +12.4% |
| 1Y | +15.1% | +49.6% | -34.5% | +11.1% |
| All | +15.1% | +46.5% | -31.4% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling