+23.0%
MMM vs BTI
+24.7%
-1.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.4% | +6.1% | +8.5% |
| 7D | +12.2% | +5.3% | +6.9% | +10.7% |
| 30D | +18.8% | +19.1% | -0.2% | +13.6% |
| 3M | +7.4% | +6.5% | +0.8% | +5.6% |
| 6M | +38.3% | +9.4% | +28.9% | +33.7% |
| YTD | +22.9% | +14.4% | +8.4% | +17.9% |
| 1Y | +23.0% | +23.9% | -0.9% | +15.1% |
| All | +23.0% | +24.7% | -1.7% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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