+3,099.6%
MMM vs BAX
+898.9%
+2,200.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +6.2% | +12.1% | -5.9% | +3.0% |
| 30D | +14.2% | +7.6% | +6.6% | +11.7% |
| 3M | +2.9% | -4.5% | +7.4% | +3.8% |
| 6M | +27.6% | +52.0% | -24.5% | +12.5% |
| YTD | +17.3% | +35.1% | -17.9% | +5.6% |
| 1Y | +15.1% | +43.7% | -28.6% | +1.7% |
| 3Y | +157.1% | -20.9% | +178.1% | +160.7% |
| 5Y | +45.1% | -63.5% | +108.7% | +79.9% |
| 10Y | +83.9% | -36.0% | +119.9% | +94.1% |
| All | +3,099.6% | +898.9% | +2,200.7% | +1,532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling