+2,812.9%
MMM vs CMI
+19,768.2%
-16,955.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.7% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | -7.0% | -13.4% | +6.4% | -3.0% |
| 3M | +10.8% | -17.0% | +27.8% | +16.4% |
| 6M | +5.8% | -1.6% | +7.4% | +5.2% |
| YTD | +6.8% | +11.0% | -4.2% | +2.0% |
| 1Y | +10.4% | +41.9% | -31.5% | -2.4% |
| 3Y | +104.7% | +151.8% | -47.1% | +51.9% |
| 5Y | +23.6% | +163.6% | -140.0% | -9.8% |
| 10Y | +54.1% | +472.9% | -418.8% | -10.1% |
| All | +2,812.9% | +19,768.2% | -16,955.3% | +561.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling