+73.5%
BA vs MMM
+54.3%
+19.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +1.2% | -3.3% | +4.5% | +3.1% |
| 30D | -11.6% | -7.0% | -4.6% | -7.9% |
| 3M | -2.4% | +10.8% | -13.2% | -8.4% |
| 6M | -6.6% | +5.8% | -12.4% | -10.2% |
| YTD | -2.2% | +6.8% | -9.0% | -7.0% |
| 1Y | -8.0% | +10.4% | -18.4% | -14.8% |
| 3Y | -5.0% | +104.7% | -109.7% | -43.2% |
| 5Y | -2.7% | +23.6% | -26.3% | -16.4% |
| All | +73.5% | +54.3% | +19.1% | +23.1% |
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