+16.4%
MMM vs CSGP
-53.9%
+70.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.1% |
| 7D | +5.9% | +13.9% | -8.0% | +5.5% |
| 30D | +14.7% | +16.0% | -1.3% | +14.4% |
| 3M | +3.6% | +6.1% | -2.5% | +3.4% |
| 6M | +32.7% | -8.2% | +40.9% | +32.7% |
| YTD | +18.9% | -52.3% | +71.3% | +26.2% |
| 1Y | +16.4% | -54.5% | +70.9% | +26.2% |
| All | +16.4% | -53.9% | +70.2% | +26.2% |
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