+23.0%
MMM vs BAH
+6.2%
+16.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.5% | +8.1% | +9.5% |
| 7D | +12.2% | +5.8% | +6.5% | +12.0% |
| 30D | +18.8% | +28.7% | -9.8% | +17.6% |
| 3M | +7.4% | +20.9% | -13.5% | +6.5% |
| 6M | +38.3% | +15.2% | +23.2% | +37.6% |
| YTD | +22.9% | +7.1% | +15.8% | +24.8% |
| 1Y | +23.0% | +6.4% | +16.6% | +27.6% |
| All | +23.0% | +6.2% | +16.8% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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