+103.8%
MMM vs BAM
+88.1%
+15.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | +7.0% | +5.0% | +2.0% | +5.1% |
| 30D | +18.4% | +16.6% | +1.8% | +11.9% |
| 3M | +4.5% | +2.2% | +2.3% | +3.4% |
| 6M | +33.4% | +9.7% | +23.8% | +28.0% |
| YTD | +20.0% | +5.2% | +14.7% | +16.3% |
| 1Y | +15.0% | +3.9% | +11.1% | +11.9% |
| 3Y | +165.0% | +91.5% | +73.4% | +99.8% |
| All | +103.8% | +88.1% | +15.7% | +52.9% |
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