+2,812.9%
MMM vs CMS
+457.8%
+2,355.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | +10.8% | -1.9% | +12.7% | +11.2% |
| 6M | +5.8% | -11.0% | +16.7% | +8.4% |
| YTD | +6.8% | +0.2% | +6.6% | +6.5% |
| 1Y | +10.4% | -1.3% | +11.7% | +10.4% |
| 3Y | +104.7% | +35.9% | +68.8% | +89.6% |
| 5Y | +23.6% | +23.1% | +0.5% | +16.7% |
| 10Y | +54.1% | +117.9% | -63.8% | +28.0% |
| All | +2,812.9% | +457.8% | +2,355.1% | +1,806.1% |
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