+160.8%
MMM vs CL
+41.3%
+119.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +5.9% | +5.9% | -0.1% | +4.1% |
| 30D | +14.7% | +13.8% | +1.0% | +10.6% |
| 3M | +3.6% | +6.4% | -2.8% | +1.7% |
| 6M | +32.7% | +15.6% | +17.1% | +27.0% |
| YTD | +18.9% | +27.9% | -9.0% | +10.8% |
| 1Y | +16.4% | +31.4% | -15.0% | +7.5% |
| All | +160.8% | +41.3% | +119.4% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling