+151.6%
MMM vs BTSG
+505.2%
-353.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -2.6% | +4.0% | -6.7% | -3.1% |
| 30D | +17.4% | +15.3% | +2.1% | +15.1% |
| 3M | +3.6% | +25.4% | -21.9% | +0.3% |
| 6M | +33.0% | +31.9% | +1.2% | +26.9% |
| YTD | +19.6% | +93.9% | -74.3% | +6.8% |
| 1Y | +14.0% | +114.2% | -100.1% | 0.0% |
| All | +151.6% | +505.2% | -353.6% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling