+2,812.9%
MMM vs BAX
+900.4%
+1,912.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -3.3% | -1.1% | -2.2% | -3.0% |
| 30D | -7.0% | -5.5% | -1.6% | -5.6% |
| 3M | +10.8% | +33.5% | -22.7% | +1.8% |
| 6M | +5.8% | +35.9% | -30.1% | -3.7% |
| YTD | +6.8% | +35.4% | -28.6% | -3.6% |
| 1Y | +10.4% | +9.8% | +0.6% | +4.9% |
| 3Y | +104.7% | -32.7% | +137.4% | +117.1% |
| 5Y | +23.6% | -65.6% | +89.1% | +56.0% |
| 10Y | +54.1% | -34.9% | +89.0% | +62.5% |
| All | +2,812.9% | +900.4% | +1,912.4% | +1,390.8% |
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