+2,140.2%
MMM vs CPRT
+22,868.9%
-20,728.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +7.0% | +4.0% | +3.0% | +6.4% |
| 30D | +18.4% | +18.2% | +0.2% | +15.3% |
| 3M | +4.5% | +9.2% | -4.7% | +2.8% |
| 6M | +33.4% | -4.8% | +38.3% | +33.8% |
| YTD | +20.0% | -17.5% | +37.4% | +22.8% |
| 1Y | +15.0% | -22.0% | +37.0% | +18.7% |
| 3Y | +165.0% | -33.7% | +198.7% | +179.8% |
| 5Y | +47.9% | -15.0% | +62.9% | +49.6% |
| 10Y | +79.6% | +385.2% | -305.5% | +45.1% |
| All | +2,140.2% | +22,868.9% | -20,728.7% | +1,299.2% |
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