+53.1%
MMM vs BBY
+252.7%
-199.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.5% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -9.8% | +9.4% | -19.2% | -12.2% |
| 3M | +4.9% | +19.3% | -14.4% | -0.4% |
| 6M | +7.3% | +47.9% | -40.6% | -4.7% |
| YTD | +4.5% | +39.6% | -35.1% | -6.0% |
| 1Y | +5.4% | +22.2% | -16.8% | -1.9% |
| 3Y | +98.6% | +45.0% | +53.6% | +70.8% |
| 5Y | +27.4% | +2.6% | +24.8% | +16.9% |
| All | +53.1% | +252.7% | -199.6% | +11.4% |
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