+14.0%
MMM vs CMS
-2.8%
+16.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -2.6% | -1.1% | -1.5% | -2.3% |
| 30D | +17.4% | +6.6% | +10.8% | +16.0% |
| 3M | +3.6% | +0.8% | +2.8% | +3.4% |
| 6M | +33.0% | -3.3% | +36.4% | +33.5% |
| YTD | +19.6% | +2.7% | +16.9% | +19.6% |
| 1Y | +14.0% | -4.0% | +18.1% | +16.6% |
| All | +14.0% | -2.8% | +16.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling