+148.1%
MMM vs BTSG
+495.4%
-347.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -0.8% | +8.5% | -9.3% | -1.9% |
| 30D | +14.4% | +14.0% | +0.4% | +12.4% |
| 3M | +1.8% | +19.7% | -17.9% | -0.8% |
| 6M | +31.3% | +28.7% | +2.6% | +25.6% |
| YTD | +18.0% | +90.8% | -72.8% | +5.5% |
| 1Y | +10.9% | +112.4% | -101.5% | -2.7% |
| All | +148.1% | +495.4% | -347.3% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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