+593.0%
BE vs MMM
+46.2%
+546.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +4.3% |
| 7D | -14.7% | +6.2% | -20.9% | -18.5% |
| 30D | -40.5% | +14.2% | -54.7% | -45.9% |
| 3M | -24.3% | +2.9% | -27.2% | -26.4% |
| 6M | -39.3% | +27.6% | -66.9% | -48.8% |
| YTD | +99.4% | +17.3% | +82.1% | +73.9% |
| 1Y | +26.6% | +15.1% | +11.5% | +11.8% |
| 3Y | +1,616.9% | +157.1% | +1,459.8% | +689.7% |
| 5Y | +441.4% | +45.1% | +396.3% | +285.8% |
| All | +593.0% | +46.2% | +546.7% | +291.0% |
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