+298.3%
COP vs MMM
+88.0%
+210.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.1% |
| 7D | -8.4% | +5.8% | -14.2% | -11.1% |
| 30D | +0.3% | +17.9% | -17.6% | -7.5% |
| 3M | +15.1% | +3.6% | +11.5% | +12.3% |
| 6M | +19.8% | +32.9% | -13.1% | +3.3% |
| YTD | +46.8% | +19.5% | +27.3% | +31.5% |
| 1Y | +59.7% | +16.5% | +43.2% | +44.7% |
| 3Y | +28.7% | +167.2% | -138.5% | -29.1% |
| 5Y | +110.7% | +48.2% | +62.5% | +64.7% |
| 10Y | +298.3% | +83.0% | +215.3% | +203.0% |
| All | +298.3% | +88.0% | +210.3% | +203.0% |
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