+3,144.9%
MMM vs CMS
+475.9%
+2,669.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +5.9% | +1.7% | +4.2% | +5.5% |
| 30D | +14.7% | +8.6% | +6.1% | +12.6% |
| 3M | +3.6% | -0.5% | +4.1% | +3.7% |
| 6M | +32.7% | -4.2% | +36.9% | +33.9% |
| YTD | +18.9% | +3.4% | +15.5% | +17.8% |
| 1Y | +16.4% | +0.4% | +15.9% | +16.0% |
| 3Y | +159.8% | +38.2% | +121.6% | +139.8% |
| 5Y | +47.2% | +35.4% | +11.8% | +36.1% |
| 10Y | +86.5% | +131.7% | -45.2% | +52.8% |
| All | +3,144.9% | +475.9% | +2,669.0% | +2,008.1% |
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