+45.3%
MMM vs CB
+101.1%
-55.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.6% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | +14.2% | +9.1% | +5.1% | +9.8% |
| 3M | +2.9% | +3.4% | -0.5% | +1.3% |
| 6M | +27.6% | +14.1% | +13.5% | +19.1% |
| YTD | +17.3% | +18.0% | -0.7% | +7.3% |
| 1Y | +15.1% | +30.1% | -15.1% | +0.1% |
| 3Y | +157.1% | +71.8% | +85.3% | +94.9% |
| All | +45.3% | +101.1% | -55.8% | +0.6% |
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