+151.5%
MMM vs CNH
+64.7%
+86.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.1% |
| 7D | -3.3% | +23.3% | -26.6% | -9.7% |
| 30D | -7.0% | +33.5% | -40.5% | -15.6% |
| 3M | +10.8% | +32.7% | -21.9% | +0.3% |
| 6M | +5.8% | +22.2% | -16.4% | -2.3% |
| YTD | +6.8% | +57.7% | -50.9% | -9.2% |
| 1Y | +10.4% | +28.0% | -17.6% | 0.0% |
| 3Y | +104.7% | +11.5% | +93.2% | +89.3% |
| 5Y | +23.6% | +11.9% | +11.7% | +11.1% |
| 10Y | +54.1% | +162.8% | -108.7% | +3.4% |
| All | +151.5% | +64.7% | +86.8% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling