+167.2%
MMM vs CMS
+37.9%
+129.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +5.8% | -0.9% | +6.7% | +6.0% |
| 30D | +17.9% | +7.1% | +10.9% | +16.1% |
| 3M | +3.6% | -1.3% | +4.9% | +3.9% |
| 6M | +32.9% | -2.7% | +35.6% | +33.6% |
| YTD | +19.5% | +2.6% | +16.9% | +18.4% |
| 1Y | +16.5% | -2.0% | +18.5% | +16.9% |
| 3Y | +167.2% | +39.6% | +127.5% | +137.0% |
| All | +167.2% | +37.9% | +129.2% | +137.0% |
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 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