+1,815.1%
MMM vs BWA
+3,492.4%
-1,677.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.6% |
| 7D | -3.3% | +5.7% | -9.0% | -4.9% |
| 30D | -7.0% | +1.4% | -8.4% | -7.6% |
| 3M | +10.8% | -12.1% | +22.9% | +14.4% |
| 6M | +5.8% | +28.6% | -22.8% | -2.8% |
| YTD | +6.8% | +51.1% | -44.3% | -7.4% |
| 1Y | +10.4% | +55.9% | -45.5% | -5.2% |
| 3Y | +104.7% | +70.1% | +34.6% | +68.1% |
| 5Y | +23.6% | +90.7% | -67.1% | -3.5% |
| 10Y | +54.1% | +154.0% | -99.9% | +6.2% |
| All | +1,815.1% | +3,492.4% | -1,677.3% | +587.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling