+935.7%
BSX vs MMM
+2,367.8%
-1,432.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +3.7% | -0.8% | +4.5% | +4.1% |
| 30D | +3.1% | +11.7% | -8.6% | -1.5% |
| 3M | -14.2% | +1.0% | -15.2% | -14.8% |
| 6M | -16.4% | +26.0% | -42.5% | -24.5% |
| YTD | -53.5% | +16.3% | -69.8% | -57.2% |
| 1Y | -57.8% | +9.6% | -67.4% | -60.2% |
| 3Y | -17.4% | +157.3% | -174.8% | -48.6% |
| 5Y | +5.4% | +42.5% | -37.1% | -16.2% |
| 10Y | +106.2% | +73.4% | +32.8% | +45.2% |
| All | +935.7% | +2,367.8% | -1,432.1% | +174.2% |
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