+3,099.6%
MMM vs CPB
+360.6%
+2,739.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +6.2% | +8.0% | -1.8% | +4.1% |
| 30D | +14.2% | +22.4% | -8.2% | +8.2% |
| 3M | +2.9% | +2.5% | +0.4% | +1.9% |
| 6M | +27.6% | +12.2% | +15.3% | +22.9% |
| YTD | +17.3% | -12.8% | +30.1% | +20.2% |
| 1Y | +15.1% | -19.2% | +34.3% | +20.2% |
| 3Y | +157.1% | -35.6% | +192.7% | +181.1% |
| 5Y | +45.1% | -31.4% | +76.5% | +54.3% |
| 10Y | +83.9% | -37.9% | +121.8% | +92.3% |
| All | +3,099.6% | +360.6% | +2,739.0% | +1,634.2% |
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 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