+3,099.6%
MMM vs CMS
+463.7%
+2,635.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | +6.2% | -1.3% | +7.5% | +6.6% |
| 30D | +14.2% | +6.3% | +7.9% | +12.7% |
| 3M | +2.9% | -2.1% | +5.0% | +3.4% |
| 6M | +27.6% | -5.1% | +32.6% | +28.9% |
| 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% | +137.8% |
| 5Y | +45.1% | +32.5% | +12.6% | +34.9% |
| 10Y | +83.9% | +126.8% | -42.9% | +51.4% |
| All | +3,099.6% | +463.7% | +2,635.9% | +1,988.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling