+15.0%
MMM vs CG
-19.2%
+34.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +7.0% | +2.0% | +5.0% | +6.5% |
| 30D | +18.4% | +8.5% | +9.8% | +16.2% |
| 3M | +4.5% | -12.1% | +16.6% | +7.1% |
| 6M | +33.4% | -16.4% | +49.9% | +38.3% |
| YTD | +20.0% | -28.0% | +47.9% | +30.7% |
| 1Y | +15.0% | -18.9% | +33.9% | +19.5% |
| All | +15.0% | -19.2% | +34.2% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling