+44.6%
COP vs MMM
+12.8%
+31.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.0% | -3.3% | +6.3% | +2.6% |
| 30D | +17.5% | -7.0% | +24.5% | +16.6% |
| 3M | +13.4% | +10.8% | +2.5% | +13.8% |
| 6M | +17.7% | +5.8% | +12.0% | +19.8% |
| YTD | +46.6% | +6.8% | +39.8% | +48.8% |
| 1Y | +44.6% | +10.4% | +34.2% | +45.8% |
| All | +44.6% | +12.8% | +31.8% | +45.8% |
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