+165.3%
MMM vs BTI
+145.1%
+20.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +7.0% | -0.1% | +7.1% | +7.0% |
| 30D | +18.4% | +9.6% | +8.8% | +15.9% |
| 3M | +4.5% | +8.3% | -3.8% | +2.5% |
| 6M | +33.4% | +7.5% | +25.9% | +30.5% |
| YTD | +20.0% | +12.3% | +7.7% | +16.2% |
| 1Y | +15.0% | +16.2% | -1.2% | +10.5% |
| All | +165.3% | +145.1% | +20.2% | +102.1% |
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 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