+378.5%
MMM vs BTG
+392.0%
-13.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.2% |
| 7D | -3.3% | -0.9% | -2.4% | -3.3% |
| 30D | -7.0% | +36.8% | -43.8% | -8.3% |
| 3M | +10.8% | +23.1% | -12.3% | +9.7% |
| 6M | +5.8% | +3.5% | +2.3% | +5.2% |
| YTD | +6.8% | +25.5% | -18.7% | +5.3% |
| 1Y | +10.4% | +40.1% | -29.7% | +8.2% |
| 3Y | +104.7% | +101.1% | +3.6% | +96.8% |
| 5Y | +23.6% | +70.6% | -47.0% | +18.9% |
| 10Y | +54.1% | +152.1% | -98.0% | +44.5% |
| All | +378.5% | +392.0% | -13.5% | +342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling