+17,723.7%
CAT vs MMM
+3,144.9%
+14,578.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.8% |
| 7D | -10.3% | +6.2% | -16.5% | -14.4% |
| 30D | -31.2% | +14.2% | -45.4% | -37.6% |
| 3M | -34.7% | +2.9% | -37.6% | -36.7% |
| 6M | -39.5% | +27.6% | -67.0% | -49.2% |
| YTD | -1.7% | +17.3% | -18.9% | -13.3% |
| 1Y | -1.1% | +15.1% | -16.2% | -11.9% |
| 3Y | +143.9% | +157.1% | -13.3% | +20.5% |
| 5Y | +194.8% | +45.1% | +149.7% | +109.7% |
| 10Y | +739.8% | +83.9% | +655.9% | +405.5% |
| All | +17,723.7% | +3,144.9% | +14,578.8% | +2,188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling