+79.6%
MMM vs BB
+28.9%
+50.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +7.0% | +11.6% | -4.6% | +5.7% |
| 30D | +18.4% | +2.6% | +15.8% | +17.8% |
| 3M | +4.5% | +3.5% | +1.0% | +3.5% |
| 6M | +33.4% | +43.5% | -10.1% | +25.9% |
| YTD | +20.0% | +141.2% | -121.2% | +6.2% |
| 1Y | +15.0% | +97.4% | -82.4% | +4.0% |
| 3Y | +165.0% | +151.1% | +13.9% | +125.0% |
| 5Y | +47.9% | -12.8% | +60.7% | +36.8% |
| 10Y | +79.6% | +27.5% | +52.2% | +39.1% |
| All | +79.6% | +28.9% | +50.7% | +39.1% |
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