+1,894.0%
MMM vs CPRT
+23,878.7%
-21,984.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -3.3% | +2.2% | -5.5% | -3.7% |
| 30D | -7.0% | +16.6% | -23.7% | -9.3% |
| 3M | +10.8% | +9.6% | +1.2% | +8.9% |
| 6M | +5.8% | -11.1% | +16.9% | +7.3% |
| YTD | +6.8% | -13.9% | +20.6% | +8.7% |
| 1Y | +10.4% | -32.5% | +42.9% | +16.6% |
| 3Y | +104.7% | -25.0% | +129.7% | +112.4% |
| 5Y | +23.6% | -7.4% | +30.9% | +23.5% |
| 10Y | +54.1% | +422.0% | -367.9% | +23.4% |
| All | +1,894.0% | +23,878.7% | -21,984.7% | +1,138.9% |
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