+1,821.9%
BA vs MMM
+2,854.2%
-1,032.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +1.2% | -3.3% | +4.5% | +3.0% |
| 30D | -11.6% | -7.0% | -4.6% | -8.1% |
| 3M | -2.4% | +10.8% | -13.2% | -8.1% |
| 6M | -6.6% | +5.8% | -12.4% | -10.0% |
| YTD | -2.2% | +6.8% | -9.0% | -6.7% |
| 1Y | -8.0% | +10.4% | -18.4% | -14.4% |
| 3Y | -5.0% | +104.7% | -109.7% | -40.1% |
| 5Y | -2.7% | +23.6% | -26.3% | -19.6% |
| 10Y | +75.9% | +54.1% | +21.8% | +28.4% |
| All | +1,821.9% | +2,854.2% | -1,032.2% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling