+27.0%
MMM vs CTVA
+104.3%
-77.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -1.6% | -2.1% | +0.5% | -1.0% |
| 30D | -8.0% | +12.0% | -20.1% | -11.0% |
| 3M | +9.4% | +13.5% | -4.1% | +4.7% |
| 6M | +10.2% | +12.1% | -1.9% | +5.5% |
| YTD | +6.1% | +29.0% | -22.9% | -3.0% |
| 1Y | +10.8% | +18.9% | -8.1% | +3.6% |
| 3Y | +104.8% | +78.9% | +25.9% | +67.8% |
| 5Y | +27.0% | +105.2% | -78.2% | 0.0% |
| All | +27.0% | +104.3% | -77.3% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 5y: compounded portfolio wealth divided by compounded CTVA 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…
5y analysis · Full analysis span regression · 6 months rolling