+53.8%
MMM vs CG
+345.5%
-291.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | -8.0% | -3.2% | -4.8% | -7.3% |
| 3M | +9.4% | +6.2% | +3.1% | +6.8% |
| 6M | +10.2% | -4.7% | +14.9% | +10.9% |
| YTD | +6.1% | -20.6% | +26.7% | +12.5% |
| 1Y | +10.8% | -26.4% | +37.2% | +19.7% |
| 3Y | +104.8% | +55.4% | +49.4% | +70.1% |
| 5Y | +27.0% | +9.8% | +17.2% | +12.1% |
| 10Y | +53.8% | +341.4% | -287.6% | -8.4% |
| All | +53.8% | +345.5% | -291.8% | -8.4% |
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