+2,812.9%
MMM vs COO
+5,988.7%
-3,175.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -3.3% | -2.2% | -1.1% | -3.2% |
| 30D | -7.0% | -7.0% | 0.0% | -6.6% |
| 3M | +10.8% | +12.2% | -1.4% | +9.9% |
| 6M | +5.8% | -15.1% | +20.9% | +6.9% |
| YTD | +6.8% | -15.1% | +21.9% | +7.9% |
| 1Y | +10.4% | +2.3% | +8.0% | +10.1% |
| 3Y | +104.7% | -23.7% | +128.4% | +107.4% |
| 5Y | +23.6% | -38.9% | +62.5% | +26.6% |
| 10Y | +54.1% | +49.9% | +4.2% | +50.1% |
| All | +2,812.9% | +5,988.7% | -3,175.8% | +2,466.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling