+157.1%
MMM vs BAX
-19.9%
+177.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +6.2% | +12.1% | -5.9% | +3.9% |
| 30D | +14.2% | +7.6% | +6.6% | +12.4% |
| 3M | +2.9% | -4.5% | +7.4% | +3.6% |
| 6M | +27.6% | +52.0% | -24.5% | +15.9% |
| YTD | +17.3% | +35.1% | -17.9% | +7.9% |
| 1Y | +15.1% | +43.7% | -28.6% | +4.3% |
| 3Y | +157.1% | -20.9% | +178.1% | +155.0% |
| All | +157.1% | -19.9% | +177.1% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling