+26.8%
BA vs MMM
+79.4%
-52.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -1.4% | -2.6% | +1.2% | 0.0% |
| 30D | -7.9% | +17.4% | -25.3% | -16.2% |
| 3M | -25.2% | +3.6% | -28.8% | -27.0% |
| 6M | -26.7% | +33.0% | -59.8% | -38.4% |
| YTD | -19.6% | +19.6% | -39.3% | -28.7% |
| 1Y | -10.6% | +14.0% | -24.6% | -18.5% |
| 3Y | -11.2% | +164.3% | -175.5% | -55.1% |
| 5Y | -20.4% | +49.3% | -69.8% | -39.9% |
| 10Y | +26.8% | +78.4% | -51.6% | -16.6% |
| All | +26.8% | +79.4% | -52.7% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling