+53.8%
MMM vs CTAS
+658.8%
-605.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -8.0% | -1.0% | -7.0% | -7.6% |
| 3M | +9.4% | +15.8% | -6.4% | +2.2% |
| 6M | +10.2% | -1.0% | +11.2% | +10.1% |
| YTD | +6.1% | +7.4% | -1.3% | +2.1% |
| 1Y | +10.8% | -0.1% | +10.9% | +10.0% |
| 3Y | +104.8% | +66.3% | +38.5% | +61.8% |
| 5Y | +27.0% | +111.0% | -83.9% | -10.2% |
| 10Y | +53.8% | +662.9% | -609.1% | -37.3% |
| All | +53.8% | +658.8% | -605.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CTAS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling