+160.8%
MMM vs CF
+56.6%
+104.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -3.0% |
| 7D | +5.9% | +0.4% | +5.5% | +5.9% |
| 30D | +14.7% | +2.2% | +12.5% | +14.8% |
| 3M | +3.6% | +2.1% | +1.5% | +3.6% |
| 6M | +32.7% | -6.5% | +39.3% | +32.8% |
| YTD | +18.9% | +55.6% | -36.6% | +11.1% |
| 1Y | +16.4% | +42.3% | -25.9% | +10.1% |
| All | +160.8% | +56.6% | +104.1% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling