+3,144.9%
MMM vs CP
+7,870.0%
-4,725.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +5.9% | +6.1% | -0.2% | +3.9% |
| 30D | +14.7% | +9.8% | +5.0% | +11.3% |
| 3M | +3.6% | +2.7% | +0.8% | +2.6% |
| 6M | +32.7% | +12.8% | +20.0% | +27.3% |
| YTD | +18.9% | +28.2% | -9.2% | +9.2% |
| 1Y | +16.4% | +34.1% | -17.8% | +5.2% |
| 3Y | +159.8% | +28.9% | +130.9% | +136.4% |
| 5Y | +47.2% | +27.1% | +20.1% | +33.5% |
| 10Y | +86.5% | +264.8% | -178.3% | +20.3% |
| All | +3,144.9% | +7,870.0% | -4,725.1% | +739.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling