+32.7%
MMM vs CP
+13.0%
+19.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +5.9% | +6.1% | -0.2% | +4.0% |
| 30D | +14.7% | +9.8% | +5.0% | +11.6% |
| 3M | +3.6% | +2.7% | +0.8% | +2.2% |
| 6M | +32.7% | +12.8% | +20.0% | +26.4% |
| All | +32.7% | +13.0% | +19.8% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling