+78.4%
MMM vs CPRT
+384.2%
-305.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.6% | -1.4% | -1.2% | -2.1% |
| 30D | +17.4% | +21.5% | -4.1% | +9.4% |
| 3M | +3.6% | +9.4% | -5.8% | -0.6% |
| 6M | +33.0% | -3.3% | +36.3% | +33.0% |
| YTD | +19.6% | -17.8% | +37.5% | +26.7% |
| 1Y | +14.0% | -22.2% | +36.2% | +23.2% |
| 3Y | +164.3% | -34.0% | +198.3% | +201.1% |
| 5Y | +49.3% | -15.4% | +64.8% | +50.8% |
| 10Y | +78.4% | +376.0% | -297.6% | +4.7% |
| All | +78.4% | +384.2% | -305.9% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling