+28.8%
BAC vs MMM
+10.4%
+18.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +1.2% | -1.6% | +2.8% | +1.6% |
| 30D | -0.7% | -8.0% | +7.3% | +1.5% |
| 3M | +16.9% | +9.4% | +7.6% | +14.0% |
| 6M | +29.6% | +10.2% | +19.4% | +25.7% |
| YTD | +15.3% | +6.1% | +9.1% | +12.4% |
| 1Y | +28.8% | +10.8% | +18.0% | +24.7% |
| All | +28.8% | +10.4% | +18.5% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling