+231.1%
GM vs MMM
+55.8%
+175.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.4% |
| 7D | -2.4% | -2.1% | -0.3% | -1.2% |
| 30D | -1.1% | -9.8% | +8.7% | +5.1% |
| 3M | +6.1% | +4.9% | +1.2% | +3.0% |
| 6M | +15.0% | +7.3% | +7.6% | +9.7% |
| YTD | +6.0% | +4.5% | +1.5% | +2.2% |
| 1Y | +47.1% | +5.4% | +41.7% | +41.1% |
| 3Y | +170.5% | +98.6% | +71.9% | +65.6% |
| 5Y | +80.5% | +27.4% | +53.1% | +50.1% |
| All | +231.1% | +55.8% | +175.2% | +98.7% |
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