+3,231.7%
CLS vs MMM
+923.2%
+2,308.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +4.6% | -3.3% | +7.9% | +6.7% |
| 30D | -13.9% | -7.0% | -6.9% | -9.9% |
| 3M | -26.6% | +10.8% | -37.4% | -31.0% |
| 6M | +15.4% | +5.8% | +9.6% | +11.4% |
| YTD | +5.7% | +6.8% | -1.1% | +0.3% |
| 1Y | +41.1% | +10.4% | +30.7% | +30.2% |
| 3Y | +1,228.6% | +104.7% | +1,123.9% | +708.3% |
| 5Y | +3,240.6% | +23.6% | +3,217.1% | +2,641.2% |
| 10Y | +2,760.3% | +54.1% | +2,706.2% | +1,838.1% |
| All | +3,231.7% | +923.2% | +2,308.5% | +751.1% |
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