+45.3%
MMM vs CP
+24.4%
+21.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.6% |
| 7D | +6.2% | +2.8% | +3.4% | +5.0% |
| 30D | +14.2% | +10.2% | +4.0% | +9.2% |
| 3M | +2.9% | +2.4% | +0.6% | +1.7% |
| 6M | +27.6% | +7.7% | +19.9% | +22.7% |
| YTD | +17.3% | +26.0% | -8.7% | +4.4% |
| 1Y | +15.1% | +34.6% | -19.6% | -0.8% |
| 3Y | +157.1% | +26.7% | +130.4% | +124.1% |
| All | +45.3% | +24.4% | +21.0% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling