+933.9%
MMM vs CSGP
+3,334.4%
-2,400.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.5% |
| 7D | -3.3% | -4.1% | +0.8% | -2.8% |
| 30D | -7.0% | +2.3% | -9.3% | -7.5% |
| 3M | +10.8% | -8.2% | +19.0% | +11.6% |
| 6M | +5.8% | -35.1% | +40.8% | +11.6% |
| YTD | +6.8% | -54.0% | +60.8% | +17.7% |
| 1Y | +10.4% | -65.3% | +75.7% | +26.7% |
| 3Y | +104.7% | -62.6% | +167.3% | +130.6% |
| 5Y | +23.6% | -64.8% | +88.4% | +38.6% |
| 10Y | +54.1% | +45.1% | +9.0% | +42.2% |
| All | +933.9% | +3,334.4% | -2,400.5% | +603.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling