+2,812.9%
MMM vs CL
+4,870.0%
-2,057.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -3.3% | -2.2% | -1.1% | -2.6% |
| 30D | -7.0% | -4.8% | -2.2% | -5.4% |
| 3M | +10.8% | +4.9% | +5.9% | +8.7% |
| 6M | +5.8% | -5.7% | +11.5% | +7.6% |
| YTD | +6.8% | +14.4% | -7.6% | +1.2% |
| 1Y | +10.4% | +8.7% | +1.6% | +6.3% |
| 3Y | +104.7% | +30.0% | +74.7% | +83.2% |
| 5Y | +23.6% | +28.4% | -4.8% | +10.8% |
| 10Y | +54.1% | +50.1% | +4.0% | +28.6% |
| All | +2,812.9% | +4,870.0% | -2,057.1% | +686.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling