+78.4%
MMM vs CP
+251.7%
-173.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -2.6% | -0.7% | -1.9% | -2.3% |
| 30D | +17.4% | +9.6% | +7.8% | +12.4% |
| 3M | +3.6% | +2.2% | +1.4% | +2.4% |
| 6M | +33.0% | +11.1% | +21.9% | +25.9% |
| YTD | +19.6% | +28.2% | -8.5% | +5.3% |
| 1Y | +14.0% | +32.2% | -18.1% | -1.1% |
| 3Y | +164.3% | +35.5% | +128.8% | +122.7% |
| 5Y | +49.3% | +26.8% | +22.6% | +27.9% |
| 10Y | +78.4% | +256.9% | -178.6% | -4.8% |
| All | +78.4% | +251.7% | -173.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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