+83.0%
MMM vs CB
+246.2%
-163.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +5.8% | -1.5% | +7.3% | +6.6% |
| 30D | +17.9% | +6.5% | +11.4% | +14.7% |
| 3M | +3.6% | +4.1% | -0.5% | +1.7% |
| 6M | +32.9% | +14.4% | +18.5% | +24.3% |
| YTD | +19.5% | +17.5% | +2.0% | +10.1% |
| 1Y | +16.5% | +27.5% | -11.0% | +3.3% |
| 3Y | +167.2% | +71.6% | +95.6% | +105.7% |
| 5Y | +48.2% | +100.6% | -52.4% | +5.0% |
| 10Y | +83.0% | +243.0% | -160.0% | -1.7% |
| All | +83.0% | +246.2% | -163.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling