+27.0%
MMM vs CAH
+400.8%
-373.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -8.0% | +1.7% | -9.7% | -8.4% |
| 3M | +9.4% | +17.9% | -8.5% | +5.0% |
| 6M | +10.2% | +10.9% | -0.7% | +7.2% |
| YTD | +6.1% | +17.9% | -11.7% | +1.1% |
| 1Y | +10.8% | +61.7% | -50.9% | -4.2% |
| 3Y | +104.8% | +183.7% | -79.0% | +44.3% |
| 5Y | +27.0% | +401.3% | -374.3% | -28.1% |
| All | +27.0% | +400.8% | -373.7% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling