+911.5%
BE vs MMM
+33.1%
+878.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +20.0% | -3.3% | +23.3% | +22.6% |
| 30D | +7.9% | -7.0% | +14.9% | +13.1% |
| 3M | -13.2% | +10.8% | -24.0% | -19.0% |
| 6M | +53.5% | +5.8% | +47.7% | +47.0% |
| YTD | +191.0% | +6.8% | +184.3% | +171.9% |
| 1Y | +360.5% | +10.4% | +350.1% | +317.2% |
| 3Y | +1,568.0% | +104.7% | +1,463.3% | +818.2% |
| 5Y | +1,055.2% | +23.6% | +1,031.6% | +827.9% |
| All | +911.5% | +33.1% | +878.3% | +511.4% |
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