+83.0%
MMM vs BAH
+218.8%
-135.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +5.8% | -1.5% | +7.3% | +6.1% |
| 30D | +17.9% | +17.3% | +0.7% | +14.0% |
| 3M | +3.6% | +14.9% | -11.3% | +0.4% |
| 6M | +32.9% | +14.2% | +18.7% | +28.2% |
| YTD | +19.5% | +5.1% | +14.4% | +16.4% |
| 1Y | +16.5% | +2.1% | +14.5% | +14.1% |
| 3Y | +167.2% | -26.0% | +193.1% | +168.1% |
| 5Y | +48.2% | +9.0% | +39.3% | +27.1% |
| 10Y | +83.0% | +208.8% | -125.8% | +20.9% |
| All | +83.0% | +218.8% | -135.8% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling