+45.3%
MMM vs CSGP
-63.4%
+108.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -0.5% |
| 7D | +6.2% | +1.3% | +4.9% | +6.0% |
| 30D | +14.2% | +10.7% | +3.5% | +11.5% |
| 3M | +2.9% | +3.3% | -0.4% | +1.4% |
| 6M | +27.6% | -10.3% | +37.9% | +28.7% |
| YTD | +17.3% | -54.6% | +71.8% | +37.5% |
| 1Y | +15.1% | -54.6% | +69.7% | +34.9% |
| 3Y | +157.1% | -60.3% | +217.5% | +206.4% |
| All | +45.3% | -63.4% | +108.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling