+104.8%
MMM vs BTI
+113.6%
-8.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -1.6% | -1.4% | -0.2% | -1.2% |
| 30D | -8.0% | -7.0% | -1.0% | -6.2% |
| 3M | +9.4% | -6.3% | +15.7% | +10.9% |
| 6M | +10.2% | -2.0% | +12.2% | +10.1% |
| YTD | +6.1% | +0.2% | +5.9% | +5.5% |
| 1Y | +10.8% | +3.8% | +7.0% | +9.2% |
| 3Y | +104.8% | +112.1% | -7.3% | +53.3% |
| All | +104.8% | +113.6% | -8.9% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling