+31.8%
BA vs MMM
+82.0%
-50.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.3% |
| 7D | +1.1% | +6.2% | -5.1% | -2.5% |
| 30D | -7.9% | +14.2% | -22.1% | -14.9% |
| 3M | -25.3% | +2.9% | -28.2% | -26.9% |
| 6M | -24.6% | +27.6% | -52.1% | -35.1% |
| YTD | -20.1% | +17.3% | -37.4% | -28.3% |
| 1Y | -11.8% | +15.1% | -26.8% | -20.1% |
| 3Y | -10.1% | +157.1% | -167.3% | -53.8% |
| 5Y | -22.7% | +45.1% | -67.9% | -40.5% |
| All | +31.8% | +82.0% | -50.3% | -13.1% |
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