+783.1%
MMM vs BLK
+13,188.7%
-12,405.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -1.6% | -2.4% | +0.8% | -0.8% |
| 30D | -8.0% | -3.1% | -4.9% | -7.1% |
| 3M | +9.4% | +10.7% | -1.3% | +5.6% |
| 6M | +10.2% | +15.9% | -5.6% | +4.7% |
| YTD | +6.1% | +4.0% | +2.1% | +4.1% |
| 1Y | +10.8% | +1.3% | +9.5% | +9.5% |
| 3Y | +104.8% | +69.6% | +35.2% | +71.7% |
| 5Y | +27.0% | +33.8% | -6.7% | +13.3% |
| 10Y | +53.8% | +276.2% | -222.4% | -0.4% |
| All | +783.1% | +13,188.7% | -12,405.6% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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