+51.2%
MMM vs BG
+171.4%
-120.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -3.2% | +3.7% | -7.0% | -4.1% |
| 30D | -10.7% | +12.3% | -23.0% | -13.1% |
| 3M | +4.3% | -2.2% | +6.5% | +4.4% |
| 6M | +5.9% | +5.3% | +0.6% | +3.8% |
| YTD | +3.2% | +42.4% | -39.2% | -6.2% |
| 1Y | +8.0% | +55.2% | -47.2% | -4.2% |
| 3Y | +99.1% | +21.0% | +78.1% | +85.2% |
| 5Y | +25.7% | +87.1% | -61.4% | +2.1% |
| All | +51.2% | +171.4% | -120.2% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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