+1,047.9%
CCL vs MMM
+3,144.9%
-2,097.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.4% |
| 7D | +3.1% | +6.2% | -3.1% | -0.8% |
| 30D | +13.7% | +14.2% | -0.5% | +4.1% |
| 3M | +3.8% | +2.9% | +0.9% | +1.6% |
| 6M | +9.3% | +27.6% | -18.3% | -7.4% |
| YTD | -1.1% | +17.3% | -18.4% | -11.1% |
| 1Y | +14.6% | +15.1% | -0.5% | +4.1% |
| 3Y | +146.4% | +157.1% | -10.7% | +28.7% |
| 5Y | +21.9% | +45.1% | -23.3% | -7.3% |
| 10Y | -29.4% | +83.9% | -113.3% | -53.5% |
| All | +1,047.9% | +3,144.9% | -2,097.0% | +63.1% |
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