+29.5%
MMM vs BIYA
-99.9%
+129.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | +0.4% |
| 7D | +7.0% | -4.1% | +11.0% | +7.0% |
| 30D | +18.4% | -35.5% | +53.9% | +18.6% |
| 3M | +4.5% | -56.3% | +60.8% | +4.9% |
| 6M | +33.4% | -88.7% | +122.1% | +33.4% |
| YTD | +20.0% | -97.0% | +116.9% | +20.6% |
| 1Y | +15.0% | -98.7% | +113.7% | +15.9% |
| All | +29.5% | -99.9% | +129.4% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling