+76.3%
MMM vs CMI
+320.3%
-244.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | +12.1% | -14.0% | +26.2% | +20.1% |
| 3M | +1.4% | -28.1% | +29.6% | +18.4% |
| 6M | +26.6% | -35.8% | +62.4% | +54.3% |
| YTD | +16.8% | -10.5% | +27.3% | +17.6% |
| 1Y | +10.1% | -1.9% | +12.0% | +5.1% |
| 3Y | +158.4% | +121.0% | +37.4% | +53.6% |
| 5Y | +43.1% | +114.6% | -71.5% | -14.8% |
| All | +76.3% | +320.3% | -244.0% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling