+52.4%
GEV vs MMM
+22.1%
+30.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +9.5% | -18.8% | -9.2% |
| 7D | -5.1% | +12.2% | -17.4% | -5.4% |
| 30D | -15.8% | +18.8% | -34.7% | -16.7% |
| 3M | -18.2% | +7.4% | -25.5% | -17.9% |
| 6M | -22.4% | +38.3% | -60.7% | -25.1% |
| YTD | +27.7% | +22.9% | +4.9% | +23.5% |
| 1Y | +52.4% | +23.0% | +29.4% | +41.3% |
| All | +52.4% | +22.1% | +30.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling