+3,144.9%
MMM vs CL
+5,456.9%
-2,312.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +5.9% | +5.9% | -0.1% | +3.8% |
| 30D | +14.7% | +13.8% | +1.0% | +9.6% |
| 3M | +3.6% | +6.4% | -2.8% | +1.3% |
| 6M | +32.7% | +15.6% | +17.1% | +25.7% |
| YTD | +18.9% | +27.9% | -9.0% | +8.3% |
| 1Y | +16.4% | +31.4% | -15.0% | +4.9% |
| 3Y | +159.8% | +41.4% | +118.4% | +125.8% |
| 5Y | +47.2% | +42.8% | +4.4% | +27.0% |
| 10Y | +86.5% | +79.7% | +6.8% | +46.1% |
| All | +3,144.9% | +5,456.9% | -2,312.0% | +741.6% |
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