+165.3%
MMM vs CSGP
-61.7%
+227.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.9% |
| 7D | +7.0% | -3.2% | +10.1% | +7.5% |
| 30D | +18.4% | +2.2% | +16.2% | +17.6% |
| 3M | +4.5% | -3.7% | +8.1% | +4.6% |
| 6M | +33.4% | -7.4% | +40.9% | +34.0% |
| YTD | +20.0% | -54.9% | +74.8% | +41.0% |
| 1Y | +15.0% | -54.9% | +69.9% | +35.1% |
| All | +165.3% | -61.7% | +227.1% | +218.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling