+104.9%
MMM vs CMS
+36.5%
+68.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -7.0% | -3.6% | -3.4% | -6.2% |
| 3M | +10.8% | -1.9% | +12.7% | +11.2% |
| 6M | +5.8% | -11.0% | +16.7% | +8.8% |
| YTD | +6.8% | +0.2% | +6.6% | +6.3% |
| 1Y | +10.4% | -1.3% | +11.7% | +10.2% |
| All | +104.9% | +36.5% | +68.4% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling