+80.3%
MMM vs CI
+166.5%
-86.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.7% |
| 7D | +6.2% | -1.6% | +7.8% | +6.7% |
| 30D | +14.2% | +5.4% | +8.8% | +12.7% |
| 3M | +2.9% | +7.3% | -4.3% | +0.9% |
| 6M | +27.6% | +5.3% | +22.3% | +25.3% |
| YTD | +17.3% | +8.5% | +8.8% | +13.9% |
| 1Y | +15.1% | +17.1% | -2.0% | +9.4% |
| 3Y | +157.1% | +1.4% | +155.7% | +146.1% |
| 5Y | +45.1% | +50.5% | -5.4% | +19.0% |
| All | +80.3% | +166.5% | -86.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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