+1,751.5%
CLS vs MMM
+88.0%
+1,663.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.9% | +6.0% | +6.9% |
| 7D | -10.6% | +5.8% | -16.3% | -13.5% |
| 30D | -38.4% | +17.9% | -56.4% | -44.0% |
| 3M | -29.9% | +3.6% | -33.4% | -31.7% |
| 6M | -40.6% | +32.9% | -73.5% | -49.4% |
| YTD | -24.6% | +19.5% | -44.1% | -32.6% |
| 1Y | -30.8% | +16.5% | -47.3% | -37.3% |
| 3Y | +811.7% | +167.2% | +644.6% | +413.9% |
| 5Y | +1,838.4% | +48.2% | +1,790.2% | +1,408.1% |
| 10Y | +1,751.5% | +83.0% | +1,668.5% | +1,119.6% |
| All | +1,751.5% | +88.0% | +1,663.5% | +1,119.6% |
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