+208.4%
GLD vs MMM
+84.0%
+124.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +2.8% | +7.0% | -4.1% | +2.6% |
| 30D | -4.0% | +18.4% | -22.3% | -4.4% |
| 3M | -8.2% | +4.5% | -12.7% | -8.4% |
| 6M | -14.8% | +33.4% | -48.3% | -15.5% |
| YTD | -6.8% | +20.0% | -26.8% | -7.3% |
| 1Y | -2.4% | +15.0% | -17.4% | -2.9% |
| 3Y | +105.8% | +165.0% | -59.2% | +101.2% |
| 5Y | +113.3% | +47.9% | +65.4% | +109.5% |
| 10Y | +208.4% | +79.6% | +128.8% | +205.8% |
| All | +208.4% | +84.0% | +124.5% | +205.8% |
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 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