+623.2%
MMM vs BG
+1,131.5%
-508.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -3.3% | +2.8% | -6.1% | -3.9% |
| 30D | -7.0% | +12.0% | -19.1% | -9.4% |
| 3M | +10.8% | -7.7% | +18.5% | +12.3% |
| 6M | +5.8% | +4.5% | +1.3% | +4.0% |
| YTD | +6.8% | +35.7% | -28.9% | -0.9% |
| 1Y | +10.4% | +50.1% | -39.7% | -0.2% |
| 3Y | +104.7% | +12.6% | +92.1% | +94.7% |
| 5Y | +23.6% | +75.4% | -51.9% | +4.8% |
| 10Y | +54.1% | +150.5% | -96.4% | +15.4% |
| All | +623.2% | +1,131.5% | -508.2% | +355.7% |
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