+104.9%
MMM vs CLF
-18.8%
+123.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.1% |
| 7D | -3.3% | +7.6% | -10.9% | -4.2% |
| 30D | -7.0% | -1.2% | -5.8% | -7.0% |
| 3M | +10.8% | -13.4% | +24.2% | +12.1% |
| 6M | +5.8% | +15.4% | -9.7% | +2.8% |
| YTD | +6.8% | -5.9% | +12.6% | +5.7% |
| 1Y | +10.4% | +18.8% | -8.4% | +3.8% |
| All | +104.9% | -18.8% | +123.7% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling