+158.4%
MMM vs CPB
-35.1%
+193.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -1.6% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | +12.1% | +19.2% | -7.1% | +8.7% |
| 3M | +1.4% | -0.9% | +2.4% | +1.3% |
| 6M | +26.6% | +15.2% | +11.3% | +22.9% |
| YTD | +16.8% | -13.1% | +29.9% | +18.9% |
| 1Y | +10.1% | -22.4% | +32.5% | +14.3% |
| 3Y | +158.4% | -35.3% | +193.7% | +177.2% |
| All | +158.4% | -35.1% | +193.5% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling