+157.1%
MMM vs CMS
+35.4%
+121.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | +6.2% | -1.3% | +7.5% | +6.6% |
| 30D | +14.2% | +6.3% | +7.9% | +12.6% |
| 3M | +2.9% | -2.1% | +5.0% | +3.4% |
| 6M | +27.6% | -5.1% | +32.6% | +29.0% |
| YTD | +17.3% | +1.3% | +16.0% | +16.7% |
| 1Y | +15.1% | -1.4% | +16.5% | +15.2% |
| 3Y | +157.1% | +36.9% | +120.2% | +129.0% |
| All | +157.1% | +35.4% | +121.7% | +129.0% |
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