+76.3%
MMM vs BBY
+288.1%
-211.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -0.4% | +4.5% | -4.8% | -1.6% |
| 30D | +12.1% | +16.8% | -4.7% | +7.4% |
| 3M | +1.4% | +23.2% | -21.8% | -4.6% |
| 6M | +26.6% | +91.9% | -65.4% | +4.5% |
| YTD | +16.8% | +61.6% | -44.8% | +0.7% |
| 1Y | +10.1% | +43.9% | -33.8% | -2.0% |
| 3Y | +158.4% | +88.6% | +69.8% | +106.0% |
| 5Y | +43.1% | -3.1% | +46.2% | +33.3% |
| All | +76.3% | +288.1% | -211.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling