+519.0%
MMM vs CME
+7,469.3%
-6,950.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.3% | -1.6% | -1.7% | -3.0% |
| 30D | -7.0% | +6.2% | -13.3% | -8.4% |
| 3M | +10.8% | +10.4% | +0.4% | +7.7% |
| 6M | +5.8% | -9.5% | +15.3% | +7.7% |
| YTD | +6.8% | +6.0% | +0.8% | +4.4% |
| 1Y | +10.4% | +9.3% | +1.1% | +7.0% |
| 3Y | +104.7% | +57.7% | +47.0% | +79.2% |
| 5Y | +23.6% | +77.7% | -54.1% | +4.1% |
| 10Y | +54.1% | +281.2% | -227.1% | +4.8% |
| All | +519.0% | +7,469.3% | -6,950.3% | +155.3% |
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