+182.6%
MMM vs CNH
+40.2%
+142.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.7% |
| 7D | +7.0% | +4.5% | +2.4% | +5.3% |
| 30D | +18.4% | +7.6% | +10.7% | +15.4% |
| 3M | +4.5% | +17.0% | -12.5% | -1.8% |
| 6M | +33.4% | +12.9% | +20.5% | +25.9% |
| YTD | +20.0% | +34.3% | -14.3% | +6.6% |
| 1Y | +15.0% | +28.5% | -13.5% | +3.5% |
| 3Y | +165.0% | +31.9% | +133.1% | +131.6% |
| 5Y | +47.9% | -9.6% | +57.5% | +41.4% |
| 10Y | +79.6% | +106.3% | -26.7% | +28.1% |
| All | +182.6% | +40.2% | +142.4% | +109.7% |
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