+53.8%
MMM vs BWA
+142.9%
-89.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -1.6% | +4.3% | -5.9% | -3.1% |
| 30D | -8.0% | -2.9% | -5.1% | -7.3% |
| 3M | +9.4% | -12.4% | +21.8% | +13.9% |
| 6M | +10.2% | +28.6% | -18.3% | -0.9% |
| YTD | +6.1% | +48.2% | -42.1% | -10.9% |
| 1Y | +10.8% | +50.9% | -40.1% | -7.8% |
| 3Y | +104.8% | +72.2% | +32.6% | +57.7% |
| 5Y | +27.0% | +91.1% | -64.0% | -8.5% |
| 10Y | +53.8% | +144.0% | -90.2% | -1.4% |
| All | +53.8% | +142.9% | -89.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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