+27.0%
MMM vs BTI
+115.0%
-87.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.0% |
| 3M | +9.4% | -6.3% | +15.7% | +11.2% |
| 6M | +10.2% | -2.0% | +12.2% | +10.1% |
| YTD | +6.1% | +0.2% | +5.9% | +5.3% |
| 1Y | +10.8% | +3.8% | +7.0% | +8.6% |
| 3Y | +104.8% | +112.1% | -7.3% | +53.6% |
| 5Y | +27.0% | +113.6% | -86.6% | -9.0% |
| All | +27.0% | +115.0% | -87.9% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling