+23.0%
MMM vs CSGP
-53.2%
+76.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.0% | +5.5% | +9.4% |
| 7D | +12.2% | +18.3% | -6.1% | +11.6% |
| 30D | +18.8% | +17.8% | +1.1% | +18.4% |
| 3M | +7.4% | +9.3% | -1.9% | +7.1% |
| 6M | +38.3% | -7.9% | +46.2% | +38.3% |
| YTD | +22.9% | -51.5% | +74.4% | +30.8% |
| 1Y | +23.0% | -53.3% | +76.3% | +33.4% |
| All | +23.0% | -53.2% | +76.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling