+43.4%
MMM vs CB
+107.6%
-64.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.5% |
| 7D | -0.4% | +2.9% | -3.3% | -1.8% |
| 30D | +12.1% | +7.3% | +4.8% | +8.6% |
| 3M | +1.4% | +9.4% | -8.0% | -2.8% |
| 6M | +26.6% | +19.6% | +6.9% | +15.5% |
| YTD | +16.8% | +21.5% | -4.7% | +5.4% |
| 1Y | +10.1% | +28.0% | -17.9% | -3.4% |
| 3Y | +158.4% | +74.9% | +83.5% | +94.2% |
| All | +43.4% | +107.6% | -64.2% | -2.1% |
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