+56.3%
MMM vs CTVA
+223.3%
-167.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -3.3% | +4.9% | -8.3% | -4.8% |
| 30D | -7.0% | +11.9% | -18.9% | -10.3% |
| 3M | +10.8% | +13.7% | -2.8% | +5.9% |
| 6M | +5.8% | +13.1% | -7.4% | +0.9% |
| YTD | +6.8% | +32.0% | -25.2% | -3.2% |
| 1Y | +10.4% | +22.1% | -11.7% | +2.2% |
| 3Y | +104.7% | +77.5% | +27.2% | +66.1% |
| 5Y | +23.6% | +106.3% | -82.7% | -5.8% |
| All | +56.3% | +223.3% | -167.0% | -4.8% |
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