+710.4%
MMM vs BG
+940.3%
-229.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -2.6% | +3.4% | -6.0% | -3.3% |
| 30D | +17.4% | -3.8% | +21.2% | +18.3% |
| 3M | +3.6% | -9.6% | +13.2% | +5.5% |
| 6M | +33.0% | -19.5% | +52.6% | +38.3% |
| YTD | +19.6% | +14.6% | +5.0% | +14.8% |
| 1Y | +14.0% | +6.6% | +7.4% | +11.1% |
| 3Y | +164.3% | +4.7% | +159.6% | +154.8% |
| 5Y | +49.3% | +22.1% | +27.3% | +36.9% |
| 10Y | +78.4% | +109.2% | -30.8% | +38.8% |
| All | +710.4% | +940.3% | -229.9% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling