+157.1%
MMM vs CNH
+7.0%
+150.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.2% |
| 7D | +6.2% | -1.7% | +7.9% | +6.7% |
| 30D | +14.2% | -7.2% | +21.4% | +16.5% |
| 3M | +2.9% | +6.5% | -3.6% | -0.2% |
| 6M | +27.6% | +7.9% | +19.7% | +22.3% |
| YTD | +17.3% | +26.6% | -9.3% | +6.1% |
| 1Y | +15.1% | +13.8% | +1.3% | +7.6% |
| 3Y | +157.1% | +9.2% | +147.9% | +142.1% |
| All | +157.1% | +7.0% | +150.1% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling