+9.4%
MMM vs BAX
+1.4%
+7.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | -2.6% | -5.1% | +2.5% | -1.8% |
| 30D | -9.3% | -12.2% | +2.9% | -7.5% |
| 3M | +5.6% | +21.8% | -16.2% | +2.1% |
| 6M | +9.5% | +36.3% | -26.8% | +3.6% |
| YTD | +4.1% | +27.8% | -23.7% | -2.1% |
| 1Y | +9.4% | -0.1% | +9.4% | +5.9% |
| All | +9.4% | +1.4% | +7.9% | +5.9% |
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