+104.9%
MMM vs BP
+33.2%
+71.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.3% | +3.9% | -7.3% | -3.8% |
| 30D | -7.0% | +7.6% | -14.6% | -8.0% |
| 3M | +10.8% | +0.7% | +10.1% | +10.6% |
| 6M | +5.8% | +15.5% | -9.7% | +1.5% |
| YTD | +6.8% | +30.8% | -24.1% | -1.4% |
| 1Y | +10.4% | +34.3% | -23.9% | +0.9% |
| All | +104.9% | +33.2% | +71.6% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling