+26.1%
MMM vs BTDR
+24.7%
+1.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.7% |
| 7D | -2.6% | +14.8% | -17.4% | -3.2% |
| 30D | -9.3% | +41.8% | -51.1% | -10.8% |
| 3M | +5.6% | -29.2% | +34.8% | +6.5% |
| 6M | +9.5% | +66.2% | -56.7% | +5.5% |
| YTD | +4.1% | +10.0% | -5.9% | +1.9% |
| 1Y | +9.4% | -11.0% | +20.4% | +6.7% |
| 3Y | +101.0% | +6.9% | +94.0% | +82.9% |
| 5Y | +26.1% | +24.7% | +1.4% | +12.1% |
| All | +26.1% | +24.7% | +1.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 5y: compounded portfolio wealth divided by compounded BTDR 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…
5y analysis · Full analysis span regression · 6 months rolling