+25,808.1%
CAT vs MMM
+2,854.2%
+22,953.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +1.7% | -3.3% | +5.0% | +3.9% |
| 30D | -6.6% | -7.0% | +0.5% | -2.2% |
| 3M | -13.3% | +10.8% | -24.1% | -19.1% |
| 6M | +11.6% | +5.8% | +5.8% | +7.0% |
| YTD | +42.9% | +6.8% | +36.2% | +35.6% |
| 1Y | +95.4% | +10.4% | +85.1% | +80.1% |
| 3Y | +196.6% | +104.7% | +91.9% | +72.2% |
| 5Y | +321.7% | +23.6% | +298.1% | +237.9% |
| 10Y | +1,140.8% | +54.1% | +1,086.7% | +748.9% |
| All | +25,808.1% | +2,854.2% | +22,953.9% | +3,480.6% |
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