+76.3%
MMM vs CMS
+140.2%
-63.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.6% |
| 7D | -0.4% | +1.7% | -2.1% | -1.0% |
| 30D | +12.1% | +6.2% | +6.0% | +9.7% |
| 3M | +1.4% | +0.6% | +0.8% | +1.2% |
| 6M | +26.6% | -1.8% | +28.3% | +27.1% |
| YTD | +16.8% | +3.8% | +13.0% | +14.7% |
| 1Y | +10.1% | -1.8% | +11.9% | +10.3% |
| 3Y | +158.4% | +39.8% | +118.6% | +123.4% |
| 5Y | +43.1% | +37.1% | +6.0% | +23.8% |
| All | +76.3% | +140.2% | -63.9% | +31.0% |
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