+12.4%
MMM vs BIYA
-99.8%
+112.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.9% |
| 7D | -2.6% | +2.7% | -5.3% | -2.6% |
| 30D | -9.3% | -16.7% | +7.4% | -9.2% |
| 3M | +5.6% | -74.6% | +80.2% | +5.6% |
| 6M | +9.5% | -85.4% | +94.8% | +9.5% |
| YTD | +4.1% | -94.2% | +98.3% | +4.4% |
| 1Y | +9.4% | -98.6% | +107.9% | +10.1% |
| All | +12.4% | -99.8% | +112.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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