+76.3%
MMM vs BDX
+95.1%
-18.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.4% |
| 7D | -0.4% | +2.9% | -3.3% | -1.5% |
| 30D | +12.1% | +15.4% | -3.3% | +6.3% |
| 3M | +1.4% | +20.5% | -19.1% | -5.5% |
| 6M | +26.6% | +53.2% | -26.6% | +7.4% |
| YTD | +16.8% | +45.7% | -28.9% | +0.6% |
| 1Y | +10.1% | +47.3% | -37.2% | -5.6% |
| 3Y | +158.4% | +25.1% | +133.4% | +131.7% |
| 5Y | +43.1% | +27.4% | +15.6% | +26.1% |
| All | +76.3% | +95.1% | -18.8% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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