+3,099.6%
MMM vs BP
+1,351.0%
+1,748.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +6.2% | -11.6% | +17.8% | +9.7% |
| 30D | +14.2% | 0.0% | +14.2% | +13.8% |
| 3M | +2.9% | +6.7% | -3.8% | +0.5% |
| 6M | +27.6% | +2.2% | +25.4% | +25.4% |
| YTD | +17.3% | +33.0% | -15.7% | +5.7% |
| 1Y | +15.1% | +30.7% | -15.6% | +4.1% |
| 3Y | +157.1% | +44.2% | +112.9% | +123.2% |
| 5Y | +45.1% | +105.1% | -60.0% | +10.9% |
| 10Y | +83.9% | +133.5% | -49.7% | +27.9% |
| All | +3,099.6% | +1,351.0% | +1,748.6% | +1,340.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling