+45.3%
MMM vs CME
+69.3%
-24.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +6.2% | +0.9% | +5.3% | +6.1% |
| 30D | +14.2% | +13.2% | +1.0% | +12.3% |
| 3M | +2.9% | +16.3% | -13.4% | +0.8% |
| 6M | +27.6% | +7.1% | +20.4% | +26.7% |
| YTD | +17.3% | +15.8% | +1.4% | +14.3% |
| 1Y | +15.1% | +17.1% | -2.0% | +11.8% |
| 3Y | +157.1% | +63.2% | +94.0% | +128.7% |
| All | +45.3% | +69.3% | -24.0% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling