+80.6%
MMM vs CL
+84.9%
-4.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | +17.4% | +9.5% | +7.9% | +13.0% |
| 3M | +3.6% | +6.8% | -3.2% | +0.7% |
| 6M | +33.0% | +14.3% | +18.8% | +25.3% |
| YTD | +19.6% | +27.0% | -7.4% | +7.3% |
| 1Y | +14.0% | +26.3% | -12.2% | +2.5% |
| 3Y | +164.3% | +39.3% | +125.0% | +123.3% |
| 5Y | +49.3% | +41.5% | +7.8% | +24.4% |
| All | +80.6% | +84.9% | -4.3% | +34.9% |
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