+97.9%
MMM vs CMI
+149.3%
-51.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -2.6% | +0.7% | -3.3% | -2.9% |
| 30D | -9.3% | -12.3% | +3.0% | -4.7% |
| 3M | +5.6% | -16.8% | +22.4% | +12.4% |
| 6M | +9.5% | +1.5% | +7.9% | +5.6% |
| YTD | +4.1% | +9.8% | -5.7% | -4.3% |
| 1Y | +9.4% | +42.6% | -33.2% | -12.8% |
| All | +97.9% | +149.3% | -51.4% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling