+83.0%
MMM vs CL
+76.2%
+6.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.3% |
| 7D | +5.8% | +0.5% | +5.2% | +5.6% |
| 30D | +17.9% | +11.6% | +6.3% | +12.7% |
| 3M | +3.6% | +5.6% | -2.0% | +1.2% |
| 6M | +32.9% | +13.2% | +19.8% | +25.8% |
| YTD | +19.5% | +26.9% | -7.4% | +7.4% |
| 1Y | +16.5% | +27.3% | -10.8% | +4.4% |
| 3Y | +167.2% | +39.7% | +127.4% | +125.9% |
| 5Y | +48.2% | +41.3% | +6.9% | +23.9% |
| 10Y | +83.0% | +76.3% | +6.7% | +38.4% |
| All | +83.0% | +76.2% | +6.8% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling