+157.1%
MMM vs CLF
-33.4%
+190.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +6.2% | -19.6% | +25.8% | +8.3% |
| 30D | +14.2% | -5.0% | +19.2% | +14.0% |
| 3M | +2.9% | -6.3% | +9.2% | +2.7% |
| 6M | +27.6% | +2.8% | +24.8% | +25.1% |
| YTD | +17.3% | -13.7% | +31.0% | +16.3% |
| 1Y | +15.1% | +13.6% | +1.5% | +10.6% |
| 3Y | +157.1% | -34.0% | +191.1% | +143.6% |
| All | +157.1% | -33.4% | +190.5% | +143.6% |
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