+3,099.6%
MMM vs CP
+7,734.8%
-4,635.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | +6.2% | +2.8% | +3.4% | +5.3% |
| 30D | +14.2% | +10.2% | +4.0% | +10.6% |
| 3M | +2.9% | +2.4% | +0.6% | +2.1% |
| 6M | +27.6% | +7.7% | +19.9% | +24.2% |
| YTD | +17.3% | +26.0% | -8.7% | +8.3% |
| 1Y | +15.1% | +34.6% | -19.6% | +4.0% |
| 3Y | +157.1% | +26.7% | +130.4% | +135.3% |
| 5Y | +45.1% | +24.9% | +20.2% | +32.4% |
| 10Y | +83.9% | +258.6% | -174.7% | +19.3% |
| All | +3,099.6% | +7,734.8% | -4,635.2% | +732.8% |
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