+43.4%
MMM vs BTDR
-44.0%
+87.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.7% | -0.6% |
| 7D | -0.4% | -6.9% | +6.5% | -0.2% |
| 30D | +12.1% | -31.5% | +43.7% | +13.6% |
| 3M | +1.4% | -36.1% | +37.5% | +2.7% |
| 6M | +26.6% | -57.6% | +84.2% | +29.4% |
| YTD | +16.8% | -50.0% | +66.9% | +17.7% |
| 1Y | +10.1% | -49.6% | +59.7% | +10.7% |
| 3Y | +158.4% | +48.5% | +109.9% | +140.8% |
| All | +43.4% | -44.0% | +87.4% | +31.5% |
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