+79.6%
MMM vs CL
+78.1%
+1.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +7.0% | +2.6% | +4.4% | +5.9% |
| 30D | +18.4% | +11.8% | +6.6% | +13.0% |
| 3M | +4.5% | +5.9% | -1.4% | +1.9% |
| 6M | +33.4% | +13.3% | +20.1% | +26.1% |
| YTD | +20.0% | +27.1% | -7.2% | +7.6% |
| 1Y | +15.0% | +28.0% | -13.0% | +2.7% |
| 3Y | +165.0% | +39.4% | +125.6% | +123.7% |
| 5Y | +47.9% | +40.8% | +7.2% | +23.5% |
| 10Y | +79.6% | +84.9% | -5.2% | +34.5% |
| All | +79.6% | +78.1% | +1.5% | +34.5% |
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