+23.0%
MMM vs BTG
+24.4%
-1.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +8.7% | +0.8% | +8.6% |
| 7D | +12.2% | -0.2% | +12.4% | +12.1% |
| 30D | +18.8% | -0.8% | +19.6% | +18.6% |
| 3M | +7.4% | +31.8% | -24.5% | +4.3% |
| 6M | +38.3% | +20.4% | +17.9% | +34.4% |
| YTD | +22.9% | +14.7% | +8.1% | +20.0% |
| 1Y | +23.0% | +29.4% | -6.3% | +17.7% |
| All | +23.0% | +24.4% | -1.4% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling