+113.0%
COP vs MMM
+44.4%
+68.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -11.5% | +6.2% | -17.7% | -12.9% |
| 30D | +5.0% | +14.2% | -9.3% | +1.6% |
| 3M | +17.5% | +2.9% | +14.6% | +16.4% |
| 6M | +16.2% | +27.6% | -11.3% | +8.9% |
| YTD | +48.8% | +17.3% | +31.5% | +41.7% |
| 1Y | +64.1% | +15.1% | +49.0% | +57.1% |
| 3Y | +25.7% | +157.1% | -131.5% | -3.3% |
| All | +113.0% | +44.4% | +68.6% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling