+164.6%
MMM vs CP
+35.8%
+128.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.6% |
| 3M | +3.6% | +2.2% | +1.4% | +2.4% |
| 6M | +33.0% | +11.1% | +21.9% | +26.0% |
| YTD | +19.6% | +28.2% | -8.5% | +5.5% |
| 1Y | +14.0% | +32.2% | -18.1% | -0.9% |
| All | +164.6% | +35.8% | +128.8% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling