+97.9%
MMM vs CNC
-2.4%
+100.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -2.6% | -4.9% | +2.3% | -2.3% |
| 30D | -9.3% | -3.8% | -5.5% | -9.1% |
| 3M | +5.6% | -3.2% | +8.8% | +5.7% |
| 6M | +9.5% | +47.9% | -38.4% | +6.7% |
| YTD | +4.1% | +55.7% | -51.5% | +1.0% |
| 1Y | +9.4% | +106.2% | -96.9% | +3.4% |
| All | +97.9% | -2.4% | +100.3% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling