+21.7%
BAC vs MMM
+46.7%
-25.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | -6.4% | +14.4% | -20.8% | -11.4% |
| 3M | -21.7% | +1.8% | -23.4% | -22.4% |
| 6M | +0.5% | +31.3% | -30.8% | -10.5% |
| YTD | -6.7% | +18.0% | -24.7% | -13.6% |
| 1Y | -4.7% | +10.9% | -15.5% | -9.5% |
| 3Y | +96.1% | +160.6% | -64.5% | +24.5% |
| 5Y | +21.7% | +44.5% | -22.8% | +3.1% |
| All | +21.7% | +46.7% | -25.0% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling