+57.2%
COP vs MMM
+16.4%
+40.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.0% |
| 7D | -8.4% | +5.8% | -14.2% | -7.2% |
| 30D | +0.3% | +17.9% | -17.6% | +3.2% |
| 3M | +15.1% | +3.6% | +11.5% | +15.9% |
| 6M | +19.8% | +32.9% | -13.1% | +24.6% |
| YTD | +46.8% | +19.5% | +27.3% | +54.2% |
| All | +57.2% | +16.4% | +40.8% | +66.0% |
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 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