+3,087.2%
MMM vs CMI
+15,921.4%
-12,834.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | +12.1% | -14.0% | +26.2% | +17.0% |
| 3M | +1.4% | -28.1% | +29.6% | +11.4% |
| 6M | +26.6% | -35.8% | +62.4% | +42.8% |
| YTD | +16.8% | -10.5% | +27.3% | +18.6% |
| 1Y | +10.1% | -1.9% | +12.0% | +8.6% |
| 3Y | +158.4% | +121.0% | +37.4% | +98.8% |
| 5Y | +43.1% | +114.6% | -71.5% | +10.7% |
| 10Y | +74.2% | +325.5% | -251.3% | +10.5% |
| All | +3,087.2% | +15,921.4% | -12,834.3% | +668.5% |
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