+3,144.9%
MMM vs CI
+8,153.0%
-5,008.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.9% |
| 7D | +5.9% | +1.0% | +4.8% | +5.7% |
| 30D | +14.7% | +9.9% | +4.9% | +12.3% |
| 3M | +3.6% | +12.1% | -8.5% | +0.8% |
| 6M | +32.7% | +10.6% | +22.1% | +29.3% |
| YTD | +18.9% | +11.4% | +7.5% | +15.4% |
| 1Y | +16.4% | +18.8% | -2.4% | +11.2% |
| 3Y | +159.8% | +2.9% | +157.0% | +150.1% |
| 5Y | +47.2% | +54.5% | -7.4% | +27.3% |
| 10Y | +86.5% | +175.7% | -89.3% | +37.2% |
| All | +3,144.9% | +8,153.0% | -5,008.1% | +938.2% |
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