+76.3%
MMM vs CFG
+216.2%
-139.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -0.4% | +3.2% | -3.6% | -1.4% |
| 30D | +12.1% | +5.1% | +7.0% | +10.4% |
| 3M | +1.4% | -11.2% | +12.7% | +5.5% |
| 6M | +26.6% | +9.6% | +17.0% | +22.6% |
| YTD | +16.8% | +15.0% | +1.9% | +11.0% |
| 1Y | +10.1% | +29.9% | -19.8% | +0.4% |
| 3Y | +158.4% | +192.1% | -33.7% | +79.0% |
| 5Y | +43.1% | +62.3% | -19.2% | +15.9% |
| All | +76.3% | +216.2% | -139.9% | +16.1% |
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