+158.4%
MMM vs BBY
+89.3%
+69.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -0.4% | +4.5% | -4.8% | -1.5% |
| 30D | +12.1% | +16.8% | -4.7% | +7.9% |
| 3M | +1.4% | +23.2% | -21.8% | -4.0% |
| 6M | +26.6% | +91.9% | -65.4% | +6.4% |
| YTD | +16.8% | +61.6% | -44.8% | +2.4% |
| 1Y | +10.1% | +43.9% | -33.8% | -0.4% |
| 3Y | +158.4% | +88.6% | +69.8% | +104.6% |
| All | +158.4% | +89.3% | +69.1% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling