+45.3%
MMM vs COO
-41.6%
+86.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | +6.2% | +4.7% | +1.5% | +4.9% |
| 30D | +14.2% | +13.9% | +0.3% | +10.0% |
| 3M | +2.9% | -14.9% | +17.9% | +7.5% |
| 6M | +27.6% | +2.0% | +25.5% | +25.6% |
| YTD | +17.3% | -23.9% | +41.2% | +26.4% |
| 1Y | +15.1% | -9.6% | +24.7% | +17.4% |
| 3Y | +157.1% | -25.4% | +182.6% | +168.7% |
| All | +45.3% | -41.6% | +86.9% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling