+79.6%
MMM vs CMS
+134.3%
-54.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +7.0% | +0.5% | +6.5% | +6.8% |
| 30D | +18.4% | +7.4% | +11.0% | +15.4% |
| 3M | +4.5% | +1.9% | +2.6% | +3.8% |
| 6M | +33.4% | -2.3% | +35.8% | +34.3% |
| YTD | +20.0% | +3.0% | +17.0% | +18.1% |
| 1Y | +15.0% | -2.8% | +17.8% | +15.7% |
| 3Y | +165.0% | +37.9% | +127.1% | +130.3% |
| 5Y | +47.9% | +34.0% | +14.0% | +29.1% |
| 10Y | +79.6% | +138.1% | -58.5% | +33.3% |
| All | +79.6% | +134.3% | -54.7% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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