+212.2%
GLD vs MMM
+88.0%
+124.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | +4.9% | +5.8% | -0.8% | +4.8% |
| 30D | -1.3% | +17.9% | -19.2% | -1.7% |
| 3M | -4.8% | +3.6% | -8.3% | -4.9% |
| 6M | -12.5% | +32.9% | -45.4% | -13.1% |
| YTD | -4.2% | +19.5% | -23.7% | -4.8% |
| 1Y | +3.0% | +16.5% | -13.5% | +2.5% |
| 3Y | +109.1% | +167.2% | -58.0% | +104.6% |
| 5Y | +121.6% | +48.2% | +73.3% | +117.6% |
| 10Y | +212.2% | +83.0% | +129.2% | +215.7% |
| All | +212.2% | +88.0% | +124.2% | +215.7% |
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