+164.6%
MMM vs CAH
+176.9%
-12.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.6% | +5.9% | -8.5% | -3.5% |
| 30D | +17.4% | +16.5% | +0.9% | +14.7% |
| 3M | +3.6% | +15.7% | -12.2% | +1.2% |
| 6M | +33.0% | +52.7% | -19.7% | +24.9% |
| YTD | +19.6% | +36.3% | -16.6% | +13.5% |
| 1Y | +14.0% | +36.7% | -22.7% | +8.1% |
| All | +164.6% | +176.9% | -12.3% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling