+29.4%
MMM vs CFG
+101.4%
-71.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.3% | +1.5% | -4.9% | -3.9% |
| 30D | -7.0% | -3.8% | -3.2% | -5.6% |
| 3M | +10.8% | +11.5% | -0.7% | +6.0% |
| 6M | +5.8% | +19.2% | -13.4% | -1.6% |
| YTD | +6.8% | +23.7% | -16.9% | -2.4% |
| 1Y | +10.4% | +38.8% | -28.5% | -4.0% |
| 3Y | +104.7% | +178.9% | -74.2% | +33.8% |
| All | +29.4% | +101.4% | -71.9% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling