+43.4%
MMM vs BDX
+27.1%
+16.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 3M | +1.4% | +20.5% | -19.1% | -5.4% |
| 6M | +26.6% | +53.2% | -26.6% | +7.7% |
| YTD | +16.8% | +45.7% | -28.9% | +0.9% |
| 1Y | +10.1% | +47.3% | -37.2% | -5.4% |
| 3Y | +158.4% | +25.1% | +133.4% | +132.4% |
| All | +43.4% | +27.1% | +16.3% | +27.8% |
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