-41.0%
CCL vs MMM
+54.6%
-95.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -0.1% | -1.6% | +1.5% | +1.1% |
| 30D | -20.0% | -8.0% | -12.0% | -14.7% |
| 3M | -13.7% | +9.4% | -23.0% | -19.6% |
| 6M | -9.0% | +10.2% | -19.3% | -15.4% |
| YTD | -22.8% | +6.1% | -28.9% | -26.3% |
| 1Y | -25.3% | +10.8% | -36.1% | -31.3% |
| 3Y | +54.1% | +104.8% | -50.7% | -15.2% |
| 5Y | +3.5% | +27.0% | -23.6% | -15.4% |
| 10Y | -41.0% | +53.8% | -94.8% | -59.7% |
| All | -41.0% | +54.6% | -95.6% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling