+158.4%
MMM vs CG
+46.4%
+112.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | +12.1% | +11.2% | +1.0% | +8.6% |
| 3M | +1.4% | -22.1% | +23.5% | +9.2% |
| 6M | +26.6% | -17.9% | +44.5% | +33.5% |
| YTD | +16.8% | -31.3% | +48.1% | +29.8% |
| 1Y | +10.1% | -24.0% | +34.1% | +17.9% |
| 3Y | +158.4% | +45.0% | +113.4% | +116.8% |
| All | +158.4% | +46.4% | +112.0% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling