+2,812.9%
MMM vs CTAS
+23,129.2%
-20,316.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.3% | -1.8% | -1.5% | -2.8% |
| 30D | -7.0% | -0.2% | -6.8% | -7.0% |
| 3M | +10.8% | +11.7% | -0.9% | +6.9% |
| 6M | +5.8% | +0.7% | +5.1% | +5.1% |
| YTD | +6.8% | +7.4% | -0.6% | +4.1% |
| 1Y | +10.4% | -2.1% | +12.5% | +10.6% |
| 3Y | +104.7% | +62.9% | +41.7% | +75.9% |
| 5Y | +23.6% | +111.9% | -88.3% | -2.0% |
| 10Y | +54.1% | +652.2% | -598.1% | -15.9% |
| All | +2,812.9% | +23,129.2% | -20,316.4% | +674.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling