+132.2%
COP vs MMM
+42.8%
+89.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +4.4% | -0.4% | +4.8% | +4.5% |
| 30D | 0.0% | +12.1% | -12.2% | -2.8% |
| 3M | +15.0% | +1.4% | +13.6% | +14.3% |
| 6M | +22.0% | +26.6% | -4.6% | +14.5% |
| YTD | +55.3% | +16.8% | +38.5% | +48.1% |
| 1Y | +64.1% | +10.1% | +54.0% | +59.0% |
| 3Y | +34.1% | +158.4% | -124.3% | +2.9% |
| All | +132.2% | +42.8% | +89.5% | +120.9% |
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