+3,159.7%
MMM vs BAX
+922.9%
+2,236.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.2% |
| 7D | +5.8% | +9.0% | -3.3% | +3.3% |
| 30D | +17.9% | +8.5% | +9.5% | +15.1% |
| 3M | +3.6% | -4.1% | +7.7% | +4.4% |
| 6M | +32.9% | +46.9% | -14.0% | +18.3% |
| YTD | +19.5% | +38.4% | -18.9% | +6.9% |
| 1Y | +16.5% | +47.0% | -30.5% | +2.4% |
| 3Y | +167.2% | -14.9% | +182.1% | +165.4% |
| 5Y | +48.2% | -62.5% | +110.7% | +82.4% |
| 10Y | +83.0% | -33.9% | +116.9% | +91.6% |
| All | +3,159.7% | +922.9% | +2,236.8% | +1,552.9% |
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