-27.3%
BX vs MMM
+9.2%
-36.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.0% |
| 7D | -5.6% | -2.1% | -3.5% | -4.9% |
| 30D | -12.2% | -9.8% | -2.4% | -9.1% |
| 3M | +7.4% | +4.9% | +2.5% | +6.0% |
| 6M | +22.2% | +7.3% | +14.8% | +19.6% |
| YTD | -14.0% | +4.5% | -18.5% | -15.1% |
| 1Y | -27.3% | +5.4% | -32.7% | -30.7% |
| All | -27.3% | +9.2% | -36.5% | -30.7% |
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