+157.1%
MMM vs CPB
-36.0%
+193.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +6.2% | +8.0% | -1.8% | +4.8% |
| 30D | +14.2% | +22.4% | -8.2% | +10.2% |
| 3M | +2.9% | +2.5% | +0.4% | +2.1% |
| 6M | +27.6% | +12.2% | +15.3% | +24.4% |
| YTD | +17.3% | -12.8% | +30.1% | +19.3% |
| 1Y | +15.1% | -19.2% | +34.3% | +18.5% |
| 3Y | +157.1% | -35.6% | +192.7% | +175.4% |
| All | +157.1% | -36.0% | +193.1% | +175.4% |
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