+29.4%
MMM vs CL
+28.4%
+1.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -3.3% | -2.2% | -1.1% | -2.5% |
| 30D | -7.0% | -4.8% | -2.2% | -5.3% |
| 3M | +10.8% | +4.9% | +5.9% | +8.4% |
| 6M | +5.8% | -5.7% | +11.5% | +7.7% |
| YTD | +6.8% | +14.4% | -7.6% | +0.6% |
| 1Y | +10.4% | +8.7% | +1.6% | +6.0% |
| 3Y | +104.7% | +30.0% | +74.7% | +75.7% |
| All | +29.4% | +28.4% | +1.0% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling