+3,099.6%
MMM vs BBWI
+1,142.2%
+1,957.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.8% |
| 7D | +6.2% | -6.2% | +12.4% | +7.5% |
| 30D | +14.2% | +19.9% | -5.7% | +10.3% |
| 3M | +2.9% | +7.1% | -4.2% | +0.9% |
| 6M | +27.6% | +13.7% | +13.9% | +22.9% |
| YTD | +17.3% | +9.6% | +7.7% | +12.7% |
| 1Y | +15.1% | -1.6% | +16.7% | +11.7% |
| 3Y | +157.1% | -25.9% | +183.0% | +154.6% |
| 5Y | +45.1% | -67.8% | +112.9% | +61.9% |
| 10Y | +83.9% | -43.5% | +127.3% | +58.1% |
| All | +3,099.6% | +1,142.2% | +1,957.3% | +1,135.8% |
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