+75.1%
MMM vs CTVA
+197.7%
-122.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -2.6% | -1.0% | -1.6% | -2.3% |
| 30D | +17.4% | -8.7% | +26.1% | +20.6% |
| 3M | +3.6% | +6.4% | -2.8% | +0.9% |
| 6M | +33.0% | -1.9% | +34.9% | +32.1% |
| YTD | +19.6% | +21.5% | -1.9% | +10.5% |
| 1Y | +14.0% | +24.3% | -10.2% | +4.6% |
| 3Y | +164.3% | +91.8% | +72.5% | +108.0% |
| 5Y | +49.3% | +78.4% | -29.1% | +18.7% |
| All | +75.1% | +197.7% | -122.6% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling