+27.6%
MMM vs COO
+1.4%
+26.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | +6.2% | +4.7% | +1.5% | +5.3% |
| 30D | +14.2% | +13.9% | +0.3% | +11.8% |
| 3M | +2.9% | -14.9% | +17.9% | +5.9% |
| 6M | +27.6% | +2.0% | +25.5% | +28.5% |
| All | +27.6% | +1.4% | +26.2% | +28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling