+2,090.3%
MMM vs CPRT
+22,620.0%
-20,529.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +6.2% | +6.0% | +0.2% | +5.3% |
| 30D | +14.2% | +20.0% | -5.8% | +11.0% |
| 3M | +2.9% | +10.1% | -7.2% | +1.1% |
| 6M | +27.6% | -4.3% | +31.9% | +27.8% |
| YTD | +17.3% | -18.4% | +35.7% | +20.2% |
| 1Y | +15.1% | -20.1% | +35.2% | +18.3% |
| 3Y | +157.1% | -30.4% | +187.5% | +169.6% |
| 5Y | +45.1% | -17.0% | +62.1% | +47.2% |
| 10Y | +83.9% | +403.2% | -319.4% | +48.0% |
| All | +2,090.3% | +22,620.0% | -20,529.7% | +1,270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling