+251.7%
BAC vs MMM
+88.0%
+163.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.2% |
| 7D | +2.0% | +5.8% | -3.8% | -1.3% |
| 30D | -6.9% | +17.9% | -24.9% | -15.5% |
| 3M | -19.6% | +3.6% | -23.2% | -21.5% |
| 6M | -0.5% | +32.9% | -33.4% | -16.2% |
| YTD | -6.6% | +19.5% | -26.1% | -17.1% |
| 1Y | -3.0% | +16.5% | -19.5% | -12.7% |
| 3Y | +97.3% | +167.2% | -69.8% | -1.1% |
| 5Y | +21.9% | +48.2% | -26.4% | -8.3% |
| 10Y | +251.7% | +83.0% | +168.6% | +120.0% |
| All | +251.7% | +88.0% | +163.6% | +120.0% |
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