+712.5%
CAT vs MMM
+88.0%
+624.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +6.1% |
| 7D | -2.4% | +5.8% | -8.2% | -6.2% |
| 30D | -25.0% | +17.9% | -42.9% | -32.8% |
| 3M | -28.7% | +3.6% | -32.3% | -31.0% |
| 6M | -33.0% | +32.9% | -65.9% | -44.6% |
| YTD | +5.4% | +19.5% | -14.1% | -7.3% |
| 1Y | +7.3% | +16.5% | -9.3% | -4.3% |
| 3Y | +166.0% | +167.2% | -1.1% | +29.2% |
| 5Y | +210.1% | +48.2% | +161.9% | +129.8% |
| 10Y | +712.5% | +83.0% | +629.5% | +437.2% |
| All | +712.5% | +88.0% | +624.5% | +437.2% |
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