+27.6%
MMM vs BBWI
+16.7%
+10.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | +6.2% | -6.2% | +12.4% | +7.2% |
| 30D | +14.2% | +19.9% | -5.7% | +12.6% |
| 3M | +2.9% | +7.1% | -4.2% | +2.3% |
| 6M | +27.6% | +13.7% | +13.9% | +26.9% |
| All | +27.6% | +16.7% | +10.9% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 6mo: compounded portfolio wealth divided by compounded BBWI 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…
6mo analysis · Full analysis span regression · 6 months rolling