+42.8%
MMM vs CPB
-33.2%
+76.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | +11.7% | +19.2% | -7.5% | +7.8% |
| 3M | +1.0% | -1.0% | +2.0% | +0.9% |
| 6M | +26.0% | +15.2% | +10.8% | +21.9% |
| YTD | +16.3% | -13.1% | +29.4% | +18.8% |
| 1Y | +9.6% | -22.4% | +32.1% | +14.5% |
| 3Y | +157.3% | -35.3% | +192.7% | +175.5% |
| All | +42.8% | -33.2% | +76.0% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling