+1,751.1%
MMM vs COR
+17,684.4%
-15,933.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | +6.2% | +0.8% | +5.4% | +6.1% |
| 30D | +14.2% | +5.1% | +9.1% | +13.2% |
| 3M | +2.9% | +2.8% | +0.1% | +2.3% |
| 6M | +27.6% | +32.5% | -5.0% | +20.6% |
| YTD | +17.3% | -0.7% | +17.9% | +16.2% |
| 1Y | +15.1% | -6.7% | +21.8% | +15.4% |
| 3Y | +157.1% | +73.7% | +83.4% | +126.2% |
| 5Y | +45.1% | +177.9% | -132.7% | +15.8% |
| 10Y | +83.9% | +533.8% | -449.9% | +23.3% |
| All | +1,751.1% | +17,684.4% | -15,933.2% | +662.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling