+79.6%
MMM vs CG
+308.6%
-229.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +7.0% | +2.0% | +5.0% | +6.3% |
| 30D | +18.4% | +8.5% | +9.8% | +15.4% |
| 3M | +4.5% | -12.1% | +16.6% | +8.3% |
| 6M | +33.4% | -16.4% | +49.9% | +39.8% |
| YTD | +20.0% | -28.0% | +47.9% | +30.8% |
| 1Y | +15.0% | -18.9% | +33.9% | +20.6% |
| 3Y | +165.0% | +51.2% | +113.7% | +121.8% |
| 5Y | +47.9% | -15.9% | +63.8% | +41.8% |
| 10Y | +79.6% | +305.9% | -226.3% | +10.6% |
| All | +79.6% | +308.6% | -229.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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