+83.0%
MMM vs CTAS
+848.9%
-765.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +5.8% | -0.7% | +6.5% | +6.2% |
| 30D | +17.9% | +10.3% | +7.7% | +13.2% |
| 3M | +3.6% | +10.2% | -6.6% | -0.7% |
| 6M | +32.9% | +34.4% | -1.5% | +16.3% |
| YTD | +19.5% | +19.6% | -0.1% | +9.8% |
| 1Y | +16.5% | +21.8% | -5.2% | +6.2% |
| 3Y | +167.2% | +74.1% | +93.0% | +107.2% |
| 5Y | +48.2% | +114.0% | -65.8% | +4.1% |
| 10Y | +83.0% | +813.9% | -730.9% | -29.6% |
| All | +83.0% | +848.9% | -765.9% | -29.6% |
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