+23.0%
MMM vs COR
+5.5%
+17.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.0% | +5.6% | +9.4% |
| 7D | +12.2% | +9.1% | +3.1% | +12.2% |
| 30D | +18.8% | +12.4% | +6.4% | +19.0% |
| 3M | +7.4% | +15.8% | -8.4% | +7.6% |
| 6M | +38.3% | +17.1% | +21.2% | +38.7% |
| YTD | +22.9% | +5.4% | +17.4% | +20.1% |
| 1Y | +23.0% | +3.5% | +19.5% | +20.7% |
| All | +23.0% | +5.5% | +17.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling