+80.3%
MMM vs CL
+74.1%
+6.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.5% |
| 7D | +6.2% | +1.3% | +4.9% | +5.7% |
| 30D | +14.2% | +11.4% | +2.9% | +9.3% |
| 3M | +2.9% | +4.4% | -1.5% | +1.0% |
| 6M | +27.6% | +10.8% | +16.8% | +21.8% |
| YTD | +17.3% | +25.1% | -7.9% | +6.0% |
| 1Y | +15.1% | +28.0% | -12.9% | +2.9% |
| 3Y | +157.1% | +37.6% | +119.5% | +118.8% |
| 5Y | +45.1% | +39.7% | +5.4% | +21.8% |
| All | +80.3% | +74.1% | +6.3% | +36.0% |
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