+592.2%
MMM vs CNC
+5,537.6%
-4,945.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.4% |
| 7D | -3.3% | +3.5% | -6.9% | -3.8% |
| 30D | -7.0% | +0.1% | -7.1% | -7.1% |
| 3M | +10.8% | +6.9% | +3.9% | +9.5% |
| 6M | +5.8% | +49.0% | -43.2% | -1.3% |
| YTD | +6.8% | +62.9% | -56.1% | -2.0% |
| 1Y | +10.4% | +134.0% | -123.6% | -4.6% |
| 3Y | +104.7% | +9.4% | +95.3% | +92.2% |
| 5Y | +23.6% | +4.1% | +19.4% | +15.9% |
| 10Y | +54.1% | +95.4% | -41.3% | +28.9% |
| All | +592.2% | +5,537.6% | -4,945.4% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling