+15.0%
MMM vs CFG
+28.5%
-13.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +7.0% | +0.7% | +6.3% | +6.8% |
| 30D | +18.4% | +2.8% | +15.6% | +17.3% |
| 3M | +4.5% | -10.1% | +14.6% | +8.3% |
| 6M | +33.4% | +3.2% | +30.2% | +31.6% |
| YTD | +20.0% | +14.2% | +5.8% | +14.0% |
| 1Y | +15.0% | +27.4% | -12.4% | +4.3% |
| All | +15.0% | +28.5% | -13.4% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling