+83.0%
MMM vs CG
+320.1%
-237.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | -0.2% |
| 7D | +5.8% | +3.0% | +2.7% | +4.8% |
| 30D | +17.9% | +10.1% | +7.8% | +14.4% |
| 3M | +3.6% | -10.8% | +14.4% | +6.9% |
| 6M | +32.9% | -15.2% | +48.1% | +38.6% |
| YTD | +19.5% | -26.9% | +46.4% | +29.7% |
| 1Y | +16.5% | -17.0% | +33.6% | +21.3% |
| 3Y | +167.2% | +54.6% | +112.5% | +122.1% |
| 5Y | +48.2% | -16.7% | +65.0% | +42.5% |
| 10Y | +83.0% | +320.1% | -237.1% | +10.7% |
| All | +83.0% | +320.1% | -237.1% | +10.7% |
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