+23.0%
MMM vs CPRT
-24.7%
+47.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.0% | +4.5% | +8.8% |
| 7D | +12.2% | +12.6% | -0.4% | +10.6% |
| 30D | +18.8% | +18.0% | +0.9% | +16.6% |
| 3M | +7.4% | +11.0% | -3.6% | +5.4% |
| 6M | +38.3% | -2.0% | +40.3% | +37.5% |
| YTD | +22.9% | -16.7% | +39.5% | +23.4% |
| 1Y | +23.0% | -23.9% | +46.9% | +23.8% |
| All | +23.0% | -24.7% | +47.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling