+1,818.2%
MMM vs CB
+6,559.4%
-4,741.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.7% |
| 7D | -3.3% | +0.5% | -3.8% | -3.5% |
| 30D | -7.0% | -3.1% | -3.9% | -6.2% |
| 3M | +10.8% | +9.0% | +1.9% | +7.7% |
| 6M | +5.8% | +2.9% | +2.9% | +4.5% |
| YTD | +6.8% | +10.1% | -3.3% | +3.3% |
| 1Y | +10.4% | +22.8% | -12.4% | +3.3% |
| 3Y | +104.7% | +73.8% | +30.9% | +72.8% |
| 5Y | +23.6% | +99.2% | -75.6% | -0.2% |
| 10Y | +54.1% | +218.2% | -164.1% | +6.8% |
| All | +1,818.2% | +6,559.4% | -4,741.2% | +615.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling