+54.7%
MMM vs BTI
+68.1%
-13.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -2.6% | -2.4% | -0.2% | -1.8% |
| 30D | -9.3% | -4.8% | -4.5% | -7.9% |
| 3M | +5.6% | -8.1% | +13.7% | +8.2% |
| 6M | +9.5% | -4.2% | +13.6% | +10.3% |
| YTD | +4.1% | -1.3% | +5.4% | +3.9% |
| 1Y | +9.4% | +2.1% | +7.3% | +7.6% |
| 3Y | +101.0% | +108.9% | -8.0% | +52.5% |
| 5Y | +26.1% | +114.5% | -88.4% | -6.3% |
| 10Y | +54.7% | +72.2% | -17.5% | +14.7% |
| All | +54.7% | +68.1% | -13.4% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling