+53.8%
MMM vs BP
+126.3%
-72.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.1% | -1.3% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | -8.0% | +9.1% | -17.1% | -10.2% |
| 3M | +9.4% | +3.9% | +5.4% | +7.7% |
| 6M | +10.2% | +13.6% | -3.4% | +5.0% |
| YTD | +6.1% | +34.0% | -27.9% | -4.1% |
| 1Y | +10.8% | +39.2% | -28.4% | -1.3% |
| 3Y | +104.8% | +36.4% | +68.4% | +81.0% |
| 5Y | +27.0% | +135.8% | -108.8% | -7.6% |
| 10Y | +53.8% | +125.0% | -71.3% | +15.3% |
| All | +53.8% | +126.3% | -72.5% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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