+44.5%
MMM vs CMI
+115.6%
-71.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | -0.8% | +1.5% | -2.3% | -1.5% |
| 30D | +14.4% | -14.0% | +28.4% | +21.5% |
| 3M | +1.8% | -28.3% | +30.1% | +17.0% |
| 6M | +31.3% | -34.9% | +66.2% | +55.8% |
| YTD | +18.0% | -9.9% | +27.8% | +17.0% |
| 1Y | +10.9% | -3.6% | +14.5% | +5.8% |
| 3Y | +160.6% | +120.9% | +39.7% | +52.8% |
| 5Y | +44.5% | +116.1% | -71.6% | -15.8% |
| All | +44.5% | +115.6% | -71.1% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling