+43.4%
MMM vs CME
+74.8%
-31.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -0.4% | +3.9% | -4.3% | -0.9% |
| 30D | +12.1% | +11.3% | +0.8% | +10.5% |
| 3M | +1.4% | +19.6% | -18.1% | -1.1% |
| 6M | +26.6% | +8.1% | +18.5% | +25.7% |
| YTD | +16.8% | +20.4% | -3.6% | +13.2% |
| 1Y | +10.1% | +16.5% | -6.4% | +7.4% |
| 3Y | +158.4% | +66.4% | +92.0% | +130.0% |
| All | +43.4% | +74.8% | -31.4% | +23.0% |
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