+34.9%
MMM vs BTDR
-38.7%
+73.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -12.8% | +11.4% | -0.8% |
| 7D | -0.8% | +15.4% | -16.3% | -1.5% |
| 30D | +14.4% | -33.4% | +47.9% | +16.0% |
| 3M | +1.8% | -32.0% | +33.8% | +2.8% |
| 6M | +31.3% | -52.2% | +83.5% | +33.6% |
| YTD | +18.0% | -45.3% | +63.3% | +18.4% |
| 1Y | +10.9% | -56.0% | +66.9% | +12.1% |
| 3Y | +160.6% | +54.4% | +106.2% | +142.1% |
| 5Y | +44.5% | -38.5% | +83.0% | +32.4% |
| All | +34.9% | -38.7% | +73.6% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling