+78.4%
MMM vs CNH
+113.9%
-35.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.9% |
| 7D | -2.6% | +6.7% | -9.3% | -4.9% |
| 30D | +17.4% | +7.2% | +10.2% | +14.3% |
| 3M | +3.6% | +17.5% | -13.9% | -3.3% |
| 6M | +33.0% | +15.0% | +18.1% | +24.0% |
| YTD | +19.6% | +36.8% | -17.1% | +4.4% |
| 1Y | +14.0% | +27.6% | -13.6% | +1.8% |
| 3Y | +164.3% | +34.3% | +130.0% | +125.8% |
| 5Y | +49.3% | -12.2% | +61.6% | +43.4% |
| 10Y | +78.4% | +113.9% | -35.5% | +32.8% |
| All | +78.4% | +113.9% | -35.5% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling