+1,134.9%
CAT vs MMM
+54.3%
+1,080.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +1.7% | -3.3% | +5.0% | +3.8% |
| 30D | -6.6% | -7.0% | +0.5% | -2.4% |
| 3M | -13.3% | +10.8% | -24.1% | -18.9% |
| 6M | +11.6% | +5.8% | +5.8% | +7.3% |
| YTD | +42.9% | +6.8% | +36.2% | +36.0% |
| 1Y | +95.4% | +10.4% | +85.1% | +80.8% |
| 3Y | +196.6% | +104.7% | +91.9% | +73.8% |
| 5Y | +321.7% | +23.6% | +298.1% | +257.1% |
| All | +1,134.9% | +54.3% | +1,080.6% | +806.7% |
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