+80.5%
GM vs MMM
+24.9%
+55.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.4% |
| 7D | -1.1% | -2.6% | +1.5% | +0.2% |
| 30D | -4.6% | -9.3% | +4.7% | +0.2% |
| 3M | +0.2% | +5.6% | -5.4% | -2.5% |
| 6M | +12.6% | +9.5% | +3.2% | +7.4% |
| YTD | +3.7% | +4.1% | -0.5% | +0.9% |
| 1Y | +45.6% | +9.4% | +36.3% | +38.3% |
| 3Y | +162.0% | +101.0% | +61.0% | +76.0% |
| 5Y | +80.5% | +26.1% | +54.4% | +75.7% |
| All | +80.5% | +24.9% | +55.6% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling