+23.0%
MMM vs BNS
+52.0%
-29.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.0% | +6.6% | +8.1% |
| 7D | +12.2% | +2.0% | +10.2% | +11.3% |
| 30D | +18.8% | +7.8% | +11.1% | +15.3% |
| 3M | +7.4% | +11.7% | -4.3% | +2.2% |
| 6M | +38.3% | +28.2% | +10.1% | +21.8% |
| YTD | +22.9% | +34.8% | -11.9% | +4.2% |
| 1Y | +23.0% | +51.1% | -28.0% | +1.6% |
| All | +23.0% | +52.0% | -29.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling