+165.3%
MMM vs CPRT
-33.3%
+198.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +7.0% | +4.0% | +3.0% | +5.8% |
| 30D | +18.4% | +18.2% | +0.2% | +13.0% |
| 3M | +4.5% | +9.2% | -4.7% | +1.2% |
| 6M | +33.4% | -4.8% | +38.3% | +34.9% |
| YTD | +20.0% | -17.5% | +37.4% | +27.1% |
| 1Y | +15.0% | -22.0% | +37.0% | +24.5% |
| All | +165.3% | -33.3% | +198.7% | +212.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling