+2,714.4%
MMM vs BRO
+25,589.7%
-22,875.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -3.2% | -8.6% | +5.3% | -1.7% |
| 30D | -10.7% | -6.9% | -3.7% | -9.6% |
| 3M | +4.3% | +10.5% | -6.2% | +2.1% |
| 6M | +5.9% | -2.8% | +8.7% | +5.9% |
| YTD | +3.2% | -16.1% | +19.3% | +5.7% |
| 1Y | +8.0% | -27.6% | +35.6% | +13.5% |
| 3Y | +99.1% | -7.3% | +106.4% | +100.0% |
| 5Y | +25.7% | +19.0% | +6.8% | +20.4% |
| 10Y | +53.3% | +292.7% | -239.4% | +23.0% |
| All | +2,714.4% | +25,589.7% | -22,875.3% | +1,873.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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