+51.2%
MMM vs BNS
+187.0%
-135.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.4% |
| 7D | -3.2% | -2.2% | -1.0% | -2.1% |
| 30D | -10.7% | +4.5% | -15.2% | -13.0% |
| 3M | +4.3% | +14.9% | -10.6% | -3.6% |
| 6M | +5.9% | +32.5% | -26.6% | -9.3% |
| YTD | +3.2% | +28.6% | -25.5% | -10.4% |
| 1Y | +8.0% | +48.4% | -40.4% | -13.1% |
| 3Y | +99.1% | +130.8% | -31.7% | +24.9% |
| 5Y | +25.7% | +94.8% | -69.1% | -14.4% |
| All | +51.2% | +187.0% | -135.8% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling