+2,812.9%
MMM vs CI
+7,591.2%
-4,778.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.4% |
| 7D | -3.3% | +1.3% | -4.6% | -3.6% |
| 30D | -7.0% | +4.4% | -11.5% | -8.0% |
| 3M | +10.8% | +0.7% | +10.2% | +10.4% |
| 6M | +5.8% | +0.3% | +5.4% | +5.2% |
| YTD | +6.8% | +3.8% | +3.0% | +5.3% |
| 1Y | +10.4% | -5.5% | +15.9% | +10.4% |
| 3Y | +104.7% | +8.1% | +96.6% | +94.5% |
| 5Y | +23.6% | +42.8% | -19.2% | +8.8% |
| 10Y | +54.1% | +143.9% | -89.8% | +16.5% |
| All | +2,812.9% | +7,591.2% | -4,778.3% | +847.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling