+158.4%
MMM vs CL
+40.9%
+117.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | -0.4% | +3.2% | -3.6% | -1.4% |
| 30D | +12.1% | +8.0% | +4.1% | +9.6% |
| 3M | +1.4% | +7.9% | -6.4% | -0.9% |
| 6M | +26.6% | +14.7% | +11.8% | +21.3% |
| YTD | +16.8% | +29.2% | -12.3% | +8.5% |
| 1Y | +10.1% | +29.5% | -19.4% | +2.1% |
| 3Y | +158.4% | +40.7% | +117.8% | +146.7% |
| All | +158.4% | +40.9% | +117.5% | +146.7% |
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