+80.3%
MMM vs CFG
+242.7%
-162.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +6.2% | -0.9% | +7.1% | +6.6% |
| 30D | +14.2% | +1.1% | +13.1% | +13.9% |
| 3M | +2.9% | -12.0% | +14.9% | +7.3% |
| 6M | +27.6% | -2.2% | +29.8% | +28.3% |
| YTD | +17.3% | +11.4% | +5.9% | +12.6% |
| 1Y | +15.1% | +27.8% | -12.8% | +5.5% |
| 3Y | +157.1% | +173.3% | -16.2% | +82.2% |
| 5Y | +45.1% | +62.4% | -17.3% | +17.7% |
| All | +80.3% | +242.7% | -162.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling