+83.0%
MMM vs COO
+40.7%
+42.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.0% |
| 7D | +5.8% | +4.3% | +1.5% | +4.3% |
| 30D | +17.9% | +17.6% | +0.3% | +11.6% |
| 3M | +3.6% | -13.9% | +17.5% | +8.4% |
| 6M | +32.9% | +6.6% | +26.4% | +28.5% |
| YTD | +19.5% | -22.0% | +41.5% | +29.0% |
| 1Y | +16.5% | -8.8% | +25.3% | +18.7% |
| 3Y | +167.2% | -21.5% | +188.6% | +177.1% |
| 5Y | +48.2% | -41.0% | +89.2% | +68.2% |
| 10Y | +83.0% | +40.9% | +42.1% | +54.2% |
| All | +83.0% | +40.7% | +42.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling