+10.8%
MMM vs CME
+10.5%
+0.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.7% |
| 7D | -1.6% | -2.9% | +1.3% | -1.8% |
| 30D | -8.0% | +5.5% | -13.5% | -7.7% |
| 3M | +9.4% | +11.0% | -1.6% | +10.3% |
| 6M | +10.2% | -9.7% | +19.9% | +11.7% |
| YTD | +6.1% | +4.9% | +1.2% | +5.3% |
| 1Y | +10.8% | +10.1% | +0.7% | +8.9% |
| All | +10.8% | +10.5% | +0.3% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling