+472.8%
MMM vs CF
+5,277.9%
-4,805.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -4.3% |
| 7D | +5.9% | +0.4% | +5.5% | +5.6% |
| 30D | +14.7% | +2.2% | +12.5% | +14.0% |
| 3M | +3.6% | +2.1% | +1.5% | +2.6% |
| 6M | +32.7% | -6.5% | +39.3% | +32.9% |
| YTD | +18.9% | +55.6% | -36.6% | +6.6% |
| 1Y | +16.4% | +42.3% | -25.9% | +6.0% |
| 3Y | +159.8% | +55.7% | +104.1% | +128.8% |
| 5Y | +47.2% | +122.4% | -75.3% | +16.5% |
| 10Y | +86.5% | +568.5% | -482.1% | +13.5% |
| All | +472.8% | +5,277.9% | -4,805.1% | +132.3% |
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