+103.3%
MMM vs BAM
+84.8%
+18.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.4% |
| 7D | -2.6% | -2.9% | +0.3% | -1.5% |
| 30D | +17.4% | +14.7% | +2.7% | +11.6% |
| 3M | +3.6% | -4.1% | +7.7% | +5.0% |
| 6M | +33.0% | +9.6% | +23.4% | +27.6% |
| YTD | +19.6% | +3.4% | +16.2% | +16.8% |
| 1Y | +14.0% | +1.0% | +13.0% | +12.1% |
| 3Y | +164.3% | +88.2% | +76.1% | +100.6% |
| All | +103.3% | +84.8% | +18.4% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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