+1,376.8%
BAC vs MMM
+2,854.2%
-1,477.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.1% | -3.3% | +4.4% | +3.4% |
| 30D | -0.4% | -7.0% | +6.6% | +4.6% |
| 3M | +16.9% | +10.8% | +6.1% | +8.3% |
| 6M | +26.6% | +5.8% | +20.8% | +20.5% |
| YTD | +15.8% | +6.8% | +9.0% | +8.6% |
| 1Y | +27.2% | +10.4% | +16.8% | +15.5% |
| 3Y | +132.4% | +104.7% | +27.7% | +26.5% |
| 5Y | +72.6% | +23.6% | +49.0% | +32.8% |
| 10Y | +389.7% | +54.1% | +335.6% | +209.1% |
| All | +1,376.8% | +2,854.2% | -1,477.4% | +76.3% |
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