+4,560.7%
COP vs MMM
+3,144.9%
+1,415.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -11.5% | +6.2% | -17.7% | -14.3% |
| 30D | +5.0% | +14.2% | -9.3% | -1.6% |
| 3M | +17.5% | +2.9% | +14.6% | +15.0% |
| 6M | +16.2% | +27.6% | -11.3% | +2.8% |
| YTD | +48.8% | +17.3% | +31.5% | +35.0% |
| 1Y | +64.1% | +15.1% | +49.0% | +49.9% |
| 3Y | +25.7% | +157.1% | -131.5% | -23.5% |
| 5Y | +114.4% | +45.1% | +69.3% | +66.4% |
| 10Y | +331.7% | +83.9% | +247.8% | +199.1% |
| All | +4,560.7% | +3,144.9% | +1,415.8% | +1,343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling