+26.1%
MMM vs BNS
+93.4%
-67.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.4% |
| 7D | -2.6% | -1.3% | -1.3% | -1.9% |
| 30D | -9.3% | +4.0% | -13.3% | -11.4% |
| 3M | +5.6% | +13.8% | -8.2% | -2.0% |
| 6M | +9.5% | +32.7% | -23.2% | -6.6% |
| YTD | +4.1% | +27.6% | -23.5% | -9.4% |
| 1Y | +9.4% | +47.4% | -38.0% | -12.2% |
| 3Y | +101.0% | +129.0% | -28.0% | +24.7% |
| 5Y | +26.1% | +92.7% | -66.6% | -14.6% |
| All | +26.1% | +93.4% | -67.2% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling