+1,064.4%
BAC vs MMM
+3,144.9%
-2,080.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.3% |
| 7D | -1.2% | +6.2% | -7.4% | -5.4% |
| 30D | -7.7% | +14.2% | -21.9% | -16.2% |
| 3M | -21.2% | +2.9% | -24.1% | -23.3% |
| 6M | -6.8% | +27.6% | -34.4% | -22.4% |
| YTD | -8.7% | +17.3% | -26.0% | -20.3% |
| 1Y | -5.3% | +15.1% | -20.4% | -16.3% |
| 3Y | +87.4% | +157.1% | -69.7% | -13.7% |
| 5Y | +18.9% | +45.1% | -26.2% | -18.9% |
| 10Y | +273.3% | +83.9% | +189.4% | +106.4% |
| All | +1,064.4% | +3,144.9% | -2,080.5% | +29.4% |
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