+47.2%
MMM vs CF
+125.5%
-78.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -3.4% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | +14.7% | +2.2% | +12.5% | +14.6% |
| 3M | +3.6% | +2.1% | +1.5% | +3.3% |
| 6M | +32.7% | -6.5% | +39.3% | +32.9% |
| YTD | +18.9% | +55.6% | -36.6% | +11.9% |
| 1Y | +16.4% | +42.3% | -25.9% | +10.5% |
| 3Y | +159.8% | +55.7% | +104.1% | +141.0% |
| 5Y | +47.2% | +122.4% | -75.3% | +32.6% |
| All | +47.2% | +125.5% | -78.3% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling