+60.7%
COP vs MMM
+22.1%
+38.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +9.5% | -14.7% | -3.3% |
| 7D | -8.1% | +12.2% | -20.4% | -6.0% |
| 30D | +6.7% | +18.8% | -12.2% | +9.9% |
| 3M | +16.9% | +7.4% | +9.5% | +18.4% |
| 6M | +11.2% | +38.3% | -27.1% | +16.2% |
| YTD | +49.5% | +22.9% | +26.7% | +57.4% |
| 1Y | +60.7% | +23.0% | +37.7% | +69.6% |
| All | +60.7% | +22.1% | +38.6% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling