+526.6%
GEV vs MMM
+127.4%
+399.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.8% |
| 7D | +6.2% | -0.8% | +7.0% | +6.6% |
| 30D | -18.4% | +14.4% | -32.9% | -23.5% |
| 3M | -21.2% | +1.8% | -23.0% | -22.1% |
| 6M | -23.6% | +31.3% | -54.9% | -33.4% |
| YTD | +25.5% | +18.0% | +7.6% | +14.2% |
| 1Y | +42.6% | +10.9% | +31.7% | +34.1% |
| All | +526.6% | +127.4% | +399.2% | +302.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling