+707.7%
BE vs MMM
+47.1%
+660.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.7% |
| 7D | +20.5% | -0.8% | +21.4% | +21.2% |
| 30D | -23.4% | +14.4% | -37.8% | -30.2% |
| 3M | -14.9% | +1.8% | -16.6% | -16.4% |
| 6M | -28.1% | +31.3% | -59.4% | -40.4% |
| YTD | +132.4% | +18.0% | +114.4% | +102.1% |
| 1Y | +59.4% | +10.9% | +48.5% | +44.7% |
| 3Y | +1,815.8% | +160.6% | +1,655.2% | +774.2% |
| 5Y | +491.3% | +44.5% | +446.8% | +323.7% |
| All | +707.7% | +47.1% | +660.6% | +354.5% |
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