+29.4%
MMM vs BAX
-65.4%
+94.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -3.3% | -1.1% | -2.2% | -3.1% |
| 30D | -7.0% | -5.5% | -1.6% | -5.9% |
| 3M | +10.8% | +33.5% | -22.7% | +3.2% |
| 6M | +5.8% | +35.9% | -30.1% | -2.3% |
| YTD | +6.8% | +35.4% | -28.6% | -2.3% |
| 1Y | +10.4% | +9.8% | +0.6% | +5.8% |
| 3Y | +104.7% | -32.7% | +137.4% | +118.6% |
| All | +29.4% | -65.4% | +94.8% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling