+33.9%
CCL vs MMM
+42.8%
-8.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.3% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | +13.1% | +12.1% | +1.0% | +4.3% |
| 3M | +3.4% | +1.4% | +2.0% | +2.2% |
| 6M | +18.7% | +26.6% | -7.9% | -0.2% |
| YTD | -2.3% | +16.8% | -19.1% | -12.9% |
| 1Y | +14.2% | +10.1% | +4.1% | +6.0% |
| 3Y | +133.6% | +158.4% | -24.8% | +12.9% |
| All | +33.9% | +42.8% | -8.9% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling