+23.0%
C vs MMM
+16.9%
+6.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -0.4% | +7.0% | -7.3% | -2.6% |
| 30D | -5.2% | +18.4% | -23.6% | -10.5% |
| 3M | -9.1% | +4.5% | -13.6% | -10.1% |
| 6M | -1.6% | +33.4% | -35.0% | -11.3% |
| YTD | +6.9% | +20.0% | -13.0% | -0.5% |
| 1Y | +23.0% | +15.0% | +7.9% | +16.5% |
| All | +23.0% | +16.9% | +6.1% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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