+2,794.9%
MMM vs BDX
+5,185.2%
-2,390.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | +0.2% |
| 7D | -1.6% | -4.3% | +2.7% | -0.4% |
| 30D | -8.0% | +1.3% | -9.3% | -8.4% |
| 3M | +9.4% | +20.2% | -10.9% | +3.6% |
| 6M | +10.2% | +8.6% | +1.6% | +7.3% |
| YTD | +6.1% | +19.0% | -12.9% | +0.5% |
| 1Y | +10.8% | +21.2% | -10.4% | +4.3% |
| 3Y | +104.8% | -9.7% | +114.5% | +106.6% |
| 5Y | +27.0% | -3.4% | +30.4% | +25.3% |
| 10Y | +53.8% | +53.9% | -0.1% | +32.0% |
| All | +2,794.9% | +5,185.2% | -2,390.3% | +1,010.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling