+15.1%
MMM vs CSGP
-56.4%
+71.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -1.2% |
| 7D | +6.2% | +1.3% | +4.9% | +6.2% |
| 30D | +14.2% | +10.7% | +3.5% | +14.2% |
| 3M | +2.9% | +3.3% | -0.4% | +3.0% |
| 6M | +27.6% | -10.3% | +37.9% | +27.7% |
| YTD | +17.3% | -54.6% | +71.8% | +25.0% |
| 1Y | +15.1% | -54.6% | +69.7% | +22.9% |
| All | +15.1% | -56.4% | +71.5% | +22.9% |
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 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