+2,812.9%
MMM vs CPB
+325.7%
+2,487.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.0% |
| 7D | -3.3% | -8.6% | +5.3% | -1.1% |
| 30D | -7.0% | -7.2% | +0.2% | -5.3% |
| 3M | +10.8% | +0.9% | +9.9% | +10.0% |
| 6M | +5.8% | -11.8% | +17.6% | +8.5% |
| YTD | +6.8% | -19.4% | +26.2% | +12.0% |
| 1Y | +10.4% | -30.4% | +40.8% | +20.0% |
| 3Y | +104.7% | -40.2% | +144.8% | +128.4% |
| 5Y | +23.6% | -39.5% | +63.1% | +36.1% |
| 10Y | +54.1% | -47.4% | +101.5% | +69.1% |
| All | +2,812.9% | +325.7% | +2,487.2% | +1,514.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling