+213.9%
CAT vs MMM
+42.8%
+171.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.4% |
| 7D | +7.4% | -0.4% | +7.8% | +7.6% |
| 30D | -19.7% | +12.1% | -31.8% | -24.2% |
| 3M | -29.6% | +1.4% | -31.0% | -30.5% |
| 6M | -33.2% | +26.6% | -59.8% | -40.6% |
| YTD | +5.7% | +16.8% | -11.2% | -2.8% |
| 1Y | +9.3% | +10.1% | -0.7% | +3.3% |
| 3Y | +158.3% | +158.4% | -0.1% | +58.6% |
| All | +213.9% | +42.8% | +171.2% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling