+3,099.6%
MMM vs CI
+7,937.0%
-4,837.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | +6.2% | -1.6% | +7.8% | +6.6% |
| 30D | +14.2% | +5.4% | +8.8% | +12.9% |
| 3M | +2.9% | +7.3% | -4.3% | +1.2% |
| 6M | +27.6% | +5.3% | +22.3% | +25.7% |
| YTD | +17.3% | +8.5% | +8.8% | +14.5% |
| 1Y | +15.1% | +17.1% | -2.0% | +10.3% |
| 3Y | +157.1% | +1.4% | +155.7% | +148.2% |
| 5Y | +45.1% | +50.5% | -5.4% | +26.3% |
| 10Y | +83.9% | +168.5% | -84.7% | +36.1% |
| All | +3,099.6% | +7,937.0% | -4,837.4% | +929.9% |
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 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