+643.2%
GEV vs MMM
+104.6%
+538.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | +8.1% | -1.6% | +9.7% | +8.9% |
| 30D | -1.9% | -8.0% | +6.1% | +1.8% |
| 3M | +4.1% | +9.4% | -5.3% | -0.7% |
| 6M | +23.2% | +10.2% | +13.0% | +16.7% |
| YTD | +48.9% | +6.1% | +42.8% | +42.6% |
| 1Y | +62.2% | +10.8% | +51.4% | +50.6% |
| All | +643.2% | +104.6% | +538.6% | +402.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling