+3,099.6%
MMM vs CLF
+646.3%
+2,453.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +6.2% | -19.6% | +25.8% | +8.9% |
| 30D | +14.2% | -5.0% | +19.2% | +14.2% |
| 3M | +2.9% | -6.3% | +9.2% | +2.8% |
| 6M | +27.6% | +2.8% | +24.8% | +25.0% |
| YTD | +17.3% | -13.7% | +31.0% | +16.5% |
| 1Y | +15.1% | +13.6% | +1.5% | +10.1% |
| 3Y | +157.1% | -34.0% | +191.1% | +151.8% |
| 5Y | +45.1% | -48.7% | +93.9% | +42.6% |
| 10Y | +83.9% | +113.4% | -29.6% | +33.8% |
| All | +3,099.6% | +646.3% | +2,453.3% | +1,224.8% |
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 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