+23.0%
MMM vs BAX
+46.0%
-23.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.0% | +5.6% | +8.9% |
| 7D | +12.2% | +4.1% | +8.2% | +11.4% |
| 30D | +18.8% | +9.4% | +9.4% | +16.9% |
| 3M | +7.4% | -6.5% | +13.8% | +8.4% |
| 6M | +38.3% | +59.6% | -21.3% | +26.5% |
| YTD | +22.9% | +38.9% | -16.0% | +9.4% |
| 1Y | +23.0% | +48.0% | -25.0% | +7.7% |
| All | +23.0% | +46.0% | -23.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling