+807.8%
CCL vs MMM
+2,854.2%
-2,046.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -5.0% | -3.3% | -1.7% | -2.9% |
| 30D | -20.3% | -7.0% | -13.3% | -16.4% |
| 3M | -15.1% | +10.8% | -26.0% | -20.8% |
| 6M | -15.1% | +5.8% | -20.9% | -17.9% |
| YTD | -21.8% | +6.8% | -28.6% | -25.0% |
| 1Y | -24.8% | +10.4% | -35.2% | -29.7% |
| 3Y | +51.9% | +104.7% | -52.8% | -7.6% |
| 5Y | +4.0% | +23.6% | -19.5% | -12.0% |
| 10Y | -42.2% | +54.1% | -96.3% | -57.4% |
| All | +807.8% | +2,854.2% | -2,046.4% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling