+1,127.8%
MMM vs BB
+307.3%
+820.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.8% |
| 7D | +6.2% | +3.8% | +2.4% | +5.9% |
| 30D | +14.2% | -0.3% | +14.5% | +14.0% |
| 3M | +2.9% | -0.5% | +3.4% | +2.5% |
| 6M | +27.6% | +45.9% | -18.4% | +21.9% |
| YTD | +17.3% | +130.6% | -113.3% | +7.3% |
| 1Y | +15.1% | +89.2% | -74.1% | +7.0% |
| 3Y | +157.1% | +137.5% | +19.6% | +128.6% |
| 5Y | +45.1% | -20.9% | +66.0% | +38.3% |
| 10Y | +83.9% | +25.4% | +58.5% | +56.1% |
| All | +1,127.8% | +307.3% | +820.5% | +842.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling