+674.0%
CAT vs MMM
+84.0%
+590.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -6.3% | +7.0% | -13.3% | -10.5% |
| 30D | -26.8% | +18.4% | -45.2% | -34.6% |
| 3M | -30.0% | +4.5% | -34.5% | -32.6% |
| 6M | -34.6% | +33.4% | -68.0% | -46.1% |
| YTD | +2.9% | +20.0% | -17.0% | -9.7% |
| 1Y | +3.3% | +15.0% | -11.8% | -7.1% |
| 3Y | +153.7% | +165.0% | -11.3% | +24.0% |
| 5Y | +207.3% | +47.9% | +159.4% | +128.4% |
| 10Y | +674.0% | +79.6% | +594.4% | +429.6% |
| All | +674.0% | +84.0% | +590.0% | +429.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling