+10.1%
MMM vs CLF
+15.2%
-5.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.7% |
| 7D | -0.4% | +10.4% | -10.8% | -1.1% |
| 30D | +12.1% | +0.6% | +11.6% | +11.3% |
| 3M | +1.4% | +4.1% | -2.7% | 0.0% |
| 6M | +26.6% | +15.1% | +11.5% | +21.9% |
| YTD | +16.8% | -4.7% | +21.6% | +13.3% |
| 1Y | +10.1% | +20.4% | -10.3% | +1.5% |
| All | +10.1% | +15.2% | -5.1% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling