+98.5%
MMM vs BAM
+81.2%
+17.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.4% | -2.7% | +2.3% | +0.6% |
| 30D | +12.1% | +15.5% | -3.4% | +6.4% |
| 3M | +1.4% | -6.9% | +8.3% | +4.0% |
| 6M | +26.6% | +9.9% | +16.7% | +21.3% |
| YTD | +16.8% | +1.4% | +15.4% | +14.9% |
| 1Y | +10.1% | +3.3% | +6.8% | +7.3% |
| 3Y | +158.4% | +83.6% | +74.8% | +98.0% |
| All | +98.5% | +81.2% | +17.3% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling