+3,144.9%
MMM vs CLF
+633.9%
+2,510.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.2% | +9.0% | -1.6% |
| 7D | +5.9% | -21.0% | +26.8% | +8.8% |
| 30D | +14.7% | -8.0% | +22.7% | +15.2% |
| 3M | +3.6% | -10.9% | +14.5% | +4.1% |
| 6M | +32.7% | +5.8% | +26.9% | +29.5% |
| YTD | +18.9% | -15.1% | +34.1% | +18.4% |
| 1Y | +16.4% | +7.2% | +9.1% | +12.2% |
| 3Y | +159.8% | -34.2% | +194.0% | +154.5% |
| 5Y | +47.2% | -49.6% | +96.8% | +44.9% |
| 10Y | +86.5% | +109.9% | -23.4% | +36.0% |
| All | +3,144.9% | +633.9% | +2,510.9% | +1,246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling