+2,812.9%
MMM vs BBWI
+1,034.6%
+1,778.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | -3.3% | +1.5% | -4.8% | -3.6% |
| 30D | -7.0% | -5.2% | -1.8% | -6.4% |
| 3M | +10.8% | +11.1% | -0.3% | +7.9% |
| 6M | +5.8% | -13.4% | +19.1% | +6.9% |
| YTD | +6.8% | +0.1% | +6.7% | +4.7% |
| 1Y | +10.4% | -36.1% | +46.5% | +16.4% |
| 3Y | +104.7% | -44.1% | +148.8% | +114.2% |
| 5Y | +23.6% | -66.2% | +89.8% | +36.8% |
| 10Y | +54.1% | -54.8% | +108.9% | +38.9% |
| All | +2,812.9% | +1,034.6% | +1,778.2% | +1,048.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling