+54.7%
MMM vs CAH
+295.7%
-241.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -2.6% | -2.2% | -0.3% | -2.0% |
| 30D | -9.3% | +1.2% | -10.5% | -9.7% |
| 3M | +5.6% | +13.1% | -7.5% | +1.9% |
| 6M | +9.5% | +8.5% | +1.0% | +6.6% |
| YTD | +4.1% | +17.6% | -13.5% | -1.3% |
| 1Y | +9.4% | +60.7% | -51.3% | -5.9% |
| 3Y | +101.0% | +183.2% | -82.2% | +43.9% |
| 5Y | +26.1% | +402.2% | -376.1% | -25.0% |
| 10Y | +54.7% | +302.3% | -247.6% | -12.0% |
| All | +54.7% | +295.7% | -241.0% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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