+80.3%
MMM vs BAH
+220.7%
-140.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.5% |
| 7D | +6.2% | -3.5% | +9.7% | +7.0% |
| 30D | +14.2% | +24.3% | -10.0% | +9.1% |
| 3M | +2.9% | +16.3% | -13.4% | -0.6% |
| 6M | +27.6% | +13.6% | +14.0% | +23.2% |
| YTD | +17.3% | +3.5% | +13.8% | +14.7% |
| 1Y | +15.1% | +2.7% | +12.4% | +12.5% |
| 3Y | +157.1% | -26.6% | +183.7% | +158.1% |
| 5Y | +45.1% | +8.5% | +36.6% | +24.4% |
| All | +80.3% | +220.7% | -140.4% | +19.8% |
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