+25.7%
COP vs MMM
+156.3%
-130.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -11.5% | +6.2% | -17.7% | -12.5% |
| 30D | +5.0% | +14.2% | -9.3% | +2.4% |
| 3M | +17.5% | +2.9% | +14.6% | +16.7% |
| 6M | +16.2% | +27.6% | -11.3% | +10.2% |
| YTD | +48.8% | +17.3% | +31.5% | +43.3% |
| 1Y | +64.1% | +15.1% | +49.0% | +58.7% |
| 3Y | +25.7% | +157.1% | -131.5% | +10.1% |
| All | +25.7% | +156.3% | -130.6% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling