+248.7%
MMM vs CG
+351.2%
-102.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.6% |
| 7D | -3.3% | -4.3% | +1.0% | -2.1% |
| 30D | -7.0% | -5.1% | -1.9% | -5.8% |
| 3M | +10.8% | +8.7% | +2.1% | +7.8% |
| 6M | +5.8% | -9.2% | +15.0% | +7.8% |
| YTD | +6.8% | -18.9% | +25.6% | +11.9% |
| 1Y | +10.4% | -25.6% | +36.0% | +18.1% |
| 3Y | +104.7% | +57.3% | +47.4% | +73.5% |
| 5Y | +23.6% | +10.2% | +13.4% | +10.9% |
| 10Y | +54.1% | +364.2% | -310.1% | -4.7% |
| All | +248.7% | +351.2% | -102.4% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling