+49.3%
MMM vs CI
+52.1%
-2.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | +17.4% | +6.4% | +11.0% | +16.3% |
| 3M | +3.6% | +10.7% | -7.1% | +2.0% |
| 6M | +33.0% | +5.5% | +27.6% | +31.7% |
| YTD | +19.6% | +11.4% | +8.3% | +17.3% |
| 1Y | +14.0% | +15.0% | -1.0% | +11.3% |
| 3Y | +164.3% | +9.0% | +155.3% | +156.1% |
| 5Y | +49.3% | +52.0% | -2.6% | +27.0% |
| All | +49.3% | +52.1% | -2.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling