+48.2%
MMM vs CL
+41.6%
+6.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.3% |
| 7D | +5.8% | +0.5% | +5.2% | +5.6% |
| 30D | +17.9% | +11.6% | +6.3% | +13.1% |
| 3M | +3.6% | +5.6% | -2.0% | +1.4% |
| 6M | +32.9% | +13.2% | +19.8% | +26.2% |
| YTD | +19.5% | +26.9% | -7.4% | +8.1% |
| 1Y | +16.5% | +27.3% | -10.8% | +5.2% |
| 3Y | +167.2% | +39.7% | +127.4% | +124.3% |
| 5Y | +48.2% | +41.3% | +6.9% | +20.3% |
| All | +48.2% | +41.6% | +6.6% | +20.3% |
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