+53.8%
MMM vs CME
+282.5%
-228.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | -8.0% | +5.5% | -13.5% | -9.3% |
| 3M | +9.4% | +11.0% | -1.6% | +6.0% |
| 6M | +10.2% | -9.7% | +19.9% | +12.8% |
| YTD | +6.1% | +4.9% | +1.2% | +3.8% |
| 1Y | +10.8% | +10.1% | +0.7% | +6.7% |
| 3Y | +104.8% | +53.5% | +51.3% | +76.1% |
| 5Y | +27.0% | +77.2% | -50.1% | +2.9% |
| 10Y | +53.8% | +282.1% | -228.4% | -1.5% |
| All | +53.8% | +282.5% | -228.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling