+54.7%
MMM vs BB
+2.1%
+52.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.7% |
| 7D | -2.6% | +1.8% | -4.4% | -2.8% |
| 30D | -9.3% | -12.2% | +2.9% | -8.1% |
| 3M | +5.6% | -12.3% | +17.9% | +6.1% |
| 6M | +9.5% | +122.7% | -113.2% | -1.9% |
| YTD | +4.1% | +104.5% | -100.4% | -5.8% |
| 1Y | +9.4% | +106.7% | -97.3% | -1.7% |
| 3Y | +101.0% | +70.0% | +31.0% | +78.3% |
| 5Y | +26.1% | -27.8% | +53.9% | +19.2% |
| 10Y | +54.7% | +2.4% | +52.4% | +19.8% |
| All | +54.7% | +2.1% | +52.6% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling