+78.1%
MMM vs CTAS
+817.6%
-739.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +14.4% | +10.2% | +4.2% | +9.8% |
| 3M | +1.8% | +12.1% | -10.3% | -3.2% |
| 6M | +31.3% | +38.3% | -7.0% | +13.5% |
| YTD | +18.0% | +21.9% | -3.9% | +7.5% |
| 1Y | +10.9% | +24.0% | -13.2% | +0.2% |
| 3Y | +160.6% | +75.1% | +85.5% | +101.6% |
| 5Y | +44.5% | +116.9% | -72.4% | +0.9% |
| All | +78.1% | +817.6% | -739.6% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling