+82.9%
MMM vs CSGP
+71.3%
+11.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.8% |
| 7D | +5.9% | +13.9% | -8.0% | +3.0% |
| 30D | +14.7% | +16.0% | -1.3% | +10.6% |
| 3M | +3.6% | +6.1% | -2.5% | +1.3% |
| 6M | +32.7% | -8.2% | +40.9% | +33.3% |
| YTD | +18.9% | -52.3% | +71.3% | +38.3% |
| 1Y | +16.4% | -54.5% | +70.9% | +36.8% |
| 3Y | +159.8% | -58.6% | +218.4% | +207.6% |
| 5Y | +47.2% | -61.5% | +108.7% | +74.0% |
| All | +82.9% | +71.3% | +11.6% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling