+592.7%
MMM vs CME
+8,132.9%
-7,540.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.8% | -0.6% | +6.3% | +5.9% |
| 30D | +17.9% | +8.5% | +9.4% | +15.6% |
| 3M | +3.6% | +16.0% | -12.5% | -0.3% |
| 6M | +32.9% | +9.3% | +23.6% | +29.3% |
| YTD | +19.5% | +15.3% | +4.2% | +14.3% |
| 1Y | +16.5% | +14.4% | +2.1% | +11.7% |
| 3Y | +167.2% | +59.9% | +107.2% | +133.1% |
| 5Y | +48.2% | +69.4% | -21.2% | +26.4% |
| 10Y | +83.0% | +299.5% | -216.5% | +23.0% |
| All | +592.7% | +8,132.9% | -7,540.2% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling