+14.6%
MMM vs BAX
+47.2%
-32.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.5% |
| 7D | +5.8% | +9.0% | -3.3% | +4.4% |
| 30D | +17.9% | +8.5% | +9.5% | +16.2% |
| 3M | +3.6% | -4.1% | +7.7% | +4.2% |
| 6M | +32.9% | +46.9% | -14.0% | +23.3% |
| YTD | +19.5% | +38.4% | -18.9% | +5.9% |
| All | +14.6% | +47.2% | -32.6% | -1.2% |
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