+620.7%
GEV vs MMM
+105.8%
+514.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +3.3% | -3.3% | +6.6% | +4.9% |
| 30D | -7.5% | -7.0% | -0.4% | -4.4% |
| 3M | -2.2% | +10.8% | -13.0% | -7.2% |
| 6M | +12.1% | +5.8% | +6.3% | +8.5% |
| YTD | +44.4% | +6.8% | +37.6% | +37.9% |
| 1Y | +57.7% | +10.4% | +47.3% | +46.8% |
| All | +620.7% | +105.8% | +514.9% | +386.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling