+76.3%
MMM vs CNC
+177.3%
-101.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -0.4% | +2.2% | -2.6% | -0.8% |
| 30D | +12.1% | +1.6% | +10.6% | +11.8% |
| 3M | +1.4% | +7.9% | -6.5% | -0.1% |
| 6M | +26.6% | +21.2% | +5.4% | +21.6% |
| YTD | +16.8% | +73.2% | -56.4% | +3.8% |
| 1Y | +10.1% | +97.5% | -87.4% | -4.8% |
| 3Y | +158.4% | -1.2% | +159.6% | +147.2% |
| 5Y | +43.1% | -6.1% | +49.1% | +36.4% |
| All | +76.3% | +177.3% | -101.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling