+45.3%
MMM vs BB
-20.8%
+66.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.9% |
| 7D | +6.2% | +3.8% | +2.4% | +5.8% |
| 30D | +14.2% | -0.3% | +14.5% | +14.0% |
| 3M | +2.9% | -0.5% | +3.4% | +2.4% |
| 6M | +27.6% | +45.9% | -18.4% | +19.5% |
| YTD | +17.3% | +130.6% | -113.3% | +3.2% |
| 1Y | +15.1% | +89.2% | -74.1% | +3.6% |
| 3Y | +157.1% | +137.5% | +19.6% | +115.1% |
| All | +45.3% | -20.8% | +66.2% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling