+59.4%
BE vs MMM
+12.5%
+46.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.4% |
| 7D | +20.5% | -0.8% | +21.4% | +20.7% |
| 30D | -23.4% | +14.4% | -37.8% | -24.2% |
| 3M | -14.9% | +1.8% | -16.6% | -14.2% |
| 6M | -28.1% | +31.3% | -59.4% | -28.6% |
| YTD | +132.4% | +18.0% | +114.4% | +116.3% |
| 1Y | +59.4% | +10.9% | +48.5% | +54.5% |
| All | +59.4% | +12.5% | +46.9% | +54.5% |
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 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