+43.4%
MMM vs BNS
+78.5%
-35.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -0.4% | +0.9% | -1.3% | -0.9% |
| 30D | +12.1% | +2.8% | +9.4% | +10.7% |
| 3M | +1.4% | +3.0% | -1.6% | -0.3% |
| 6M | +26.6% | +23.3% | +3.3% | +12.6% |
| YTD | +16.8% | +29.3% | -12.5% | +1.0% |
| 1Y | +10.1% | +41.7% | -31.6% | -9.5% |
| 3Y | +158.4% | +147.7% | +10.7% | +53.6% |
| All | +43.4% | +78.5% | -35.2% | +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 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