+52.6%
MMM vs CNC
+92.8%
-40.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -2.6% | -4.9% | +2.3% | -1.8% |
| 30D | -9.3% | -3.8% | -5.5% | -8.8% |
| 3M | +5.6% | -3.2% | +8.8% | +5.9% |
| 6M | +9.5% | +47.9% | -38.4% | +0.9% |
| YTD | +4.1% | +55.7% | -51.5% | -5.3% |
| 1Y | +9.4% | +106.2% | -96.9% | -6.5% |
| 3Y | +101.0% | -2.1% | +103.0% | +91.2% |
| 5Y | +26.1% | +3.4% | +22.7% | +16.3% |
| All | +52.6% | +92.8% | -40.2% | +30.7% |
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