+79.6%
MMM vs CLF
+82.3%
-2.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.2% |
| 7D | +7.0% | -9.1% | +16.0% | +8.0% |
| 30D | +18.4% | -0.9% | +19.3% | +17.8% |
| 3M | +4.5% | +3.0% | +1.5% | +3.1% |
| 6M | +33.4% | +16.7% | +16.7% | +28.4% |
| YTD | +20.0% | -3.2% | +23.1% | +17.3% |
| 1Y | +15.0% | +24.6% | -9.6% | +8.5% |
| 3Y | +165.0% | -22.3% | +187.3% | +153.0% |
| 5Y | +47.9% | -41.2% | +89.1% | +42.0% |
| 10Y | +79.6% | +83.5% | -3.9% | +33.5% |
| All | +79.6% | +82.3% | -2.7% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling