+83.0%
MMM vs CPB
-39.9%
+123.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.1% |
| 7D | +5.8% | +3.3% | +2.5% | +5.2% |
| 30D | +17.9% | +19.0% | -1.1% | +14.2% |
| 3M | +3.6% | +0.4% | +3.1% | +3.2% |
| 6M | +32.9% | +13.0% | +19.9% | +29.4% |
| YTD | +19.5% | -12.7% | +32.2% | +21.6% |
| 1Y | +16.5% | -20.9% | +37.4% | +20.6% |
| 3Y | +167.2% | -35.4% | +202.5% | +184.4% |
| 5Y | +48.2% | -32.3% | +80.5% | +55.7% |
| 10Y | +83.0% | -40.5% | +123.6% | +95.1% |
| All | +83.0% | -39.9% | +123.0% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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