+276.4%
MMM vs BAH
+886.2%
-609.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -3.3% | -3.2% | -0.1% | -2.6% |
| 30D | -7.0% | +2.0% | -9.0% | -7.5% |
| 3M | +10.8% | -7.6% | +18.4% | +12.2% |
| 6M | +5.8% | -5.7% | +11.4% | +6.0% |
| YTD | +6.8% | -11.7% | +18.5% | +8.1% |
| 1Y | +10.4% | -27.4% | +37.8% | +16.4% |
| 3Y | +104.7% | -32.5% | +137.2% | +110.0% |
| 5Y | +23.6% | -3.3% | +26.9% | +12.7% |
| 10Y | +54.1% | +186.0% | -131.9% | +6.6% |
| All | +276.4% | +886.2% | -609.8% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling