+211.6%
GM vs MMM
+74.0%
+137.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | +3.6% | +12.1% | -8.6% | -3.6% |
| 3M | -0.2% | +1.4% | -1.7% | -1.6% |
| 6M | +13.9% | +26.6% | -12.7% | -1.7% |
| YTD | +6.5% | +16.8% | -10.4% | -4.3% |
| 1Y | +20.7% | +10.1% | +10.6% | +12.3% |
| 3Y | +229.5% | +158.4% | +71.1% | +70.4% |
| 5Y | +41.5% | +43.1% | -1.6% | +9.6% |
| All | +211.6% | +74.0% | +137.6% | +79.9% |
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