+104.8%
MMM vs CAH
+184.7%
-79.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -8.0% | +1.7% | -9.7% | -8.3% |
| 3M | +9.4% | +17.9% | -8.5% | +6.5% |
| 6M | +10.2% | +10.9% | -0.7% | +8.3% |
| YTD | +6.1% | +17.9% | -11.7% | +2.8% |
| 1Y | +10.8% | +61.7% | -50.9% | +0.1% |
| 3Y | +104.8% | +183.7% | -79.0% | +55.2% |
| All | +104.8% | +184.7% | -79.9% | +55.2% |
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