+23.0%
MMM vs CNH
+15.2%
+7.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.6% |
| 7D | +12.2% | +6.5% | +5.8% | +10.6% |
| 30D | +18.8% | -12.0% | +30.8% | +22.2% |
| 3M | +7.4% | +4.4% | +3.0% | +5.1% |
| 6M | +38.3% | +15.7% | +22.6% | +30.1% |
| YTD | +22.9% | +28.2% | -5.4% | +11.7% |
| 1Y | +23.0% | +14.8% | +8.2% | +15.0% |
| All | +23.0% | +15.2% | +7.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling