+158.4%
MMM vs COR
+86.2%
+72.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.2% |
| 7D | -0.4% | +7.8% | -8.2% | -0.9% |
| 30D | +12.1% | +7.0% | +5.1% | +11.7% |
| 3M | +1.4% | +16.3% | -14.8% | +0.9% |
| 6M | +26.6% | +41.3% | -14.7% | +25.4% |
| YTD | +16.8% | +7.1% | +9.7% | +16.3% |
| 1Y | +10.1% | -0.8% | +10.9% | +10.3% |
| 3Y | +158.4% | +85.0% | +73.4% | +155.5% |
| All | +158.4% | +86.2% | +72.2% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling