+1,017.8%
MMM vs BB
+258.8%
+758.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.3% | -5.6% | +2.3% | -2.8% |
| 30D | -7.0% | -11.8% | +4.8% | -6.1% |
| 3M | +10.8% | -25.5% | +36.4% | +12.8% |
| 6M | +5.8% | +121.3% | -115.5% | -2.5% |
| YTD | +6.8% | +103.2% | -96.4% | -0.9% |
| 1Y | +10.4% | +102.6% | -92.2% | +2.1% |
| 3Y | +104.7% | +37.5% | +67.2% | +90.6% |
| 5Y | +23.6% | -30.4% | +54.0% | +19.2% |
| 10Y | +54.1% | 0.0% | +54.1% | +33.7% |
| All | +1,017.8% | +258.8% | +758.9% | +770.1% |
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 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