-10.6%
BA vs MMM
+159.9%
-170.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.6% | -1.6% |
| 7D | -0.1% | +5.9% | -6.0% | -1.9% |
| 30D | -9.1% | +14.7% | -23.9% | -12.9% |
| 3M | -28.2% | +3.6% | -31.8% | -29.0% |
| 6M | -23.1% | +32.7% | -55.9% | -29.7% |
| YTD | -20.6% | +18.9% | -39.5% | -25.1% |
| 1Y | -12.7% | +16.4% | -29.1% | -17.3% |
| All | -10.6% | +159.9% | -170.5% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling