+43.4%
MMM vs CP
+25.5%
+17.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -0.4% | +2.1% | -2.5% | -1.4% |
| 30D | +12.1% | +9.3% | +2.8% | +7.6% |
| 3M | +1.4% | +0.5% | +1.0% | +1.1% |
| 6M | +26.6% | +10.4% | +16.2% | +20.3% |
| YTD | +16.8% | +28.7% | -11.9% | +2.9% |
| 1Y | +10.1% | +33.2% | -23.1% | -4.6% |
| 3Y | +158.4% | +38.4% | +120.0% | +116.0% |
| All | +43.4% | +25.5% | +17.8% | +21.8% |
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 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