+3,099.6%
MMM vs CTAS
+25,665.7%
-22,566.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | +6.2% | +1.2% | +5.0% | +5.9% |
| 30D | +14.2% | +12.8% | +1.4% | +10.3% |
| 3M | +2.9% | +10.3% | -7.4% | -0.1% |
| 6M | +27.6% | +32.0% | -4.4% | +17.1% |
| YTD | +17.3% | +19.1% | -1.9% | +10.9% |
| 1Y | +15.1% | +21.5% | -6.4% | +8.1% |
| 3Y | +157.1% | +76.0% | +81.1% | +116.0% |
| 5Y | +45.1% | +110.9% | -65.8% | +15.1% |
| 10Y | +83.9% | +849.8% | -766.0% | -5.9% |
| All | +3,099.6% | +25,665.7% | -22,566.1% | +725.4% |
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