+164.6%
MMM vs CI
+8.8%
+155.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.6% | -1.3% | -1.3% | -2.5% |
| 30D | +17.4% | +6.4% | +11.0% | +16.8% |
| 3M | +3.6% | +10.7% | -7.1% | +2.7% |
| 6M | +33.0% | +5.5% | +27.6% | +32.3% |
| YTD | +19.6% | +11.4% | +8.3% | +18.5% |
| 1Y | +14.0% | +15.0% | -1.0% | +12.7% |
| All | +164.6% | +8.8% | +155.9% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling