+43.4%
MMM vs CPRT
-18.6%
+62.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | +12.1% | +21.2% | -9.0% | +5.5% |
| 3M | +1.4% | +8.3% | -6.9% | -1.9% |
| 6M | +26.6% | -3.4% | +29.9% | +26.8% |
| YTD | +16.8% | -18.7% | +35.5% | +24.0% |
| 1Y | +10.1% | -23.5% | +33.6% | +19.5% |
| 3Y | +158.4% | -34.2% | +192.6% | +194.6% |
| All | +43.4% | -18.6% | +62.0% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling