+49.7%
MMM vs CB
+104.6%
-54.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.3% |
| 7D | +7.0% | +0.7% | +6.3% | +6.7% |
| 30D | +18.4% | +8.2% | +10.2% | +14.2% |
| 3M | +4.5% | +6.3% | -1.8% | +1.5% |
| 6M | +33.4% | +16.2% | +17.2% | +23.4% |
| YTD | +20.0% | +19.3% | +0.6% | +9.2% |
| 1Y | +15.0% | +29.2% | -14.2% | +0.4% |
| 3Y | +165.0% | +71.4% | +93.5% | +101.0% |
| All | +49.7% | +104.6% | -54.9% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling