+79.6%
MMM vs BN
+280.2%
-200.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | +7.0% | +4.3% | +2.7% | +5.1% |
| 30D | +18.4% | +14.3% | +4.1% | +11.7% |
| 3M | +4.5% | -4.1% | +8.6% | +6.3% |
| 6M | +33.4% | -9.7% | +43.1% | +38.8% |
| YTD | +20.0% | -7.1% | +27.1% | +22.7% |
| 1Y | +15.0% | -7.4% | +22.5% | +17.5% |
| 3Y | +165.0% | +102.3% | +62.6% | +88.8% |
| 5Y | +47.9% | +35.9% | +12.0% | +21.9% |
| 10Y | +79.6% | +289.2% | -209.5% | -9.7% |
| All | +79.6% | +280.2% | -200.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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