+76.3%
MMM vs BTG
+164.8%
-88.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -0.4% | -9.1% | +8.7% | +0.1% |
| 30D | +12.1% | -1.6% | +13.7% | +12.2% |
| 3M | +1.4% | -2.8% | +4.2% | +1.4% |
| 6M | +26.6% | -7.6% | +34.2% | +26.6% |
| YTD | +16.8% | +10.2% | +6.6% | +15.3% |
| 1Y | +10.1% | +21.3% | -11.2% | +8.1% |
| 3Y | +158.4% | +82.7% | +75.7% | +145.3% |
| 5Y | +43.1% | +30.8% | +12.3% | +36.4% |
| All | +76.3% | +164.8% | -88.5% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling