+78.1%
MMM vs COR
+469.4%
-391.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.8% | +2.9% | -3.7% | -1.6% |
| 30D | +14.4% | +5.8% | +8.6% | +12.8% |
| 3M | +1.8% | +11.4% | -9.6% | -1.1% |
| 6M | +31.3% | +34.5% | -3.2% | +20.9% |
| YTD | +18.0% | +4.1% | +13.9% | +15.1% |
| 1Y | +10.9% | -3.1% | +14.0% | +10.4% |
| 3Y | +160.6% | +80.9% | +79.8% | +109.8% |
| 5Y | +44.5% | +195.1% | -150.6% | -2.4% |
| All | +78.1% | +469.4% | -391.3% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling