+3,164.0%
MMM vs CAH
+16,974.4%
-13,810.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.6% | +5.9% | -8.5% | -3.9% |
| 30D | +17.4% | +16.5% | +0.9% | +13.6% |
| 3M | +3.6% | +15.7% | -12.2% | +0.2% |
| 6M | +33.0% | +52.7% | -19.7% | +21.0% |
| YTD | +19.6% | +36.3% | -16.6% | +11.0% |
| 1Y | +14.0% | +36.7% | -22.7% | +5.7% |
| 3Y | +164.3% | +178.2% | -13.8% | +107.0% |
| 5Y | +49.3% | +515.8% | -466.4% | -2.4% |
| 10Y | +78.4% | +411.8% | -333.5% | +16.4% |
| All | +3,164.0% | +16,974.4% | -13,810.4% | +1,193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling