-39.5%
CAT vs MMM
+28.9%
-68.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | -10.3% | +6.2% | -16.5% | -10.7% |
| 30D | -31.2% | +14.2% | -45.4% | -33.2% |
| 3M | -34.7% | +2.9% | -37.6% | -34.0% |
| 6M | -39.5% | +27.6% | -67.0% | -41.0% |
| All | -39.5% | +28.9% | -68.4% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling