+491.7%
MMM vs CF
+4,965.4%
-4,473.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.4% | +13.9% | +10.3% |
| 7D | +12.2% | -6.9% | +19.1% | +13.5% |
| 30D | +18.8% | -3.7% | +22.6% | +19.4% |
| 3M | +7.4% | -5.0% | +12.3% | +7.8% |
| 6M | +38.3% | -10.5% | +48.8% | +39.6% |
| YTD | +22.9% | +46.5% | -23.7% | +11.3% |
| 1Y | +23.0% | +34.8% | -11.8% | +13.2% |
| 3Y | +168.4% | +46.7% | +121.7% | +139.0% |
| 5Y | +53.0% | +112.0% | -59.0% | +22.2% |
| 10Y | +92.6% | +529.7% | -437.1% | +18.6% |
| All | +491.7% | +4,965.4% | -4,473.8% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling