+98.6%
MMM vs BNY
+287.0%
-188.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.1% | -1.3% | -0.8% | -1.5% |
| 30D | -9.8% | -0.2% | -9.7% | -9.8% |
| 3M | +4.9% | +14.9% | -10.0% | -2.8% |
| 6M | +7.3% | +40.0% | -32.7% | -11.0% |
| YTD | +4.5% | +42.0% | -37.5% | -14.6% |
| 1Y | +5.4% | +56.9% | -51.5% | -19.3% |
| 3Y | +98.6% | +289.9% | -191.3% | -10.4% |
| All | +98.6% | +287.0% | -188.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling