+39.8%
BKNG vs MMM
+97.7%
-57.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | -10.7% | -3.2% | -7.4% | -9.9% |
| 30D | -18.1% | -10.7% | -7.4% | -15.8% |
| 3M | +8.5% | +4.3% | +4.2% | +7.7% |
| 6M | -0.1% | +5.9% | -6.0% | -1.3% |
| YTD | -18.2% | +3.2% | -21.4% | -19.1% |
| 1Y | -19.9% | +8.0% | -27.9% | -21.7% |
| All | +39.8% | +97.7% | -57.8% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling