+160.8%
MMM vs CB
+74.6%
+86.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +5.9% | +2.6% | +3.3% | +4.7% |
| 30D | +14.7% | +11.2% | +3.5% | +9.5% |
| 3M | +3.6% | +5.7% | -2.2% | +1.0% |
| 6M | +32.7% | +15.9% | +16.8% | +23.1% |
| YTD | +18.9% | +20.2% | -1.2% | +7.9% |
| 1Y | +16.4% | +32.4% | -16.0% | -0.2% |
| All | +160.8% | +74.6% | +86.2% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling