+53.8%
MMM vs CNH
+152.9%
-99.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +4.9% | +1.2% |
| 7D | -1.6% | +8.8% | -10.4% | -4.6% |
| 30D | -8.0% | +24.7% | -32.7% | -15.3% |
| 3M | +9.4% | +27.3% | -18.0% | -0.5% |
| 6M | +10.2% | +23.2% | -12.9% | +0.7% |
| YTD | +6.1% | +48.9% | -42.8% | -9.4% |
| 1Y | +10.8% | +19.4% | -8.6% | +1.8% |
| 3Y | +104.8% | +7.8% | +97.0% | +90.1% |
| 5Y | +27.0% | +8.7% | +18.3% | +13.6% |
| 10Y | +53.8% | +149.5% | -95.8% | +3.6% |
| All | +53.8% | +152.9% | -99.2% | +3.6% |
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