+26.9%
MMM vs BDX
-1.6%
+28.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.8% | -2.2% |
| 7D | -2.6% | -3.6% | +1.0% | -1.3% |
| 30D | -9.3% | +0.7% | -10.0% | -9.6% |
| 3M | +5.6% | +19.0% | -13.4% | -1.2% |
| 6M | +9.5% | +10.8% | -1.3% | +5.0% |
| YTD | +4.1% | +20.1% | -16.0% | -3.4% |
| 1Y | +9.4% | +23.1% | -13.7% | +0.3% |
| 3Y | +101.0% | -8.8% | +109.8% | +104.4% |
| All | +26.9% | -1.6% | +28.5% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling