+24.3%
BX vs MMM
+28.6%
-4.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -2.0% | -1.6% | -0.4% | -1.1% |
| 30D | -2.3% | -8.0% | +5.7% | +2.5% |
| 3M | +18.5% | +9.4% | +9.2% | +12.2% |
| 6M | +23.7% | +10.2% | +13.5% | +16.2% |
| YTD | -10.4% | +6.1% | -16.5% | -14.4% |
| 1Y | -19.6% | +10.8% | -30.3% | -25.7% |
| 3Y | +30.8% | +104.8% | -74.0% | -19.9% |
| 5Y | +24.3% | +27.0% | -2.7% | +5.0% |
| All | +24.3% | +28.6% | -4.2% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling