+41.9%
GM vs MMM
+46.7%
-4.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.3% |
| 7D | -3.4% | -0.8% | -2.6% | -3.0% |
| 30D | +2.7% | +14.4% | -11.7% | -4.2% |
| 3M | -0.4% | +1.8% | -2.2% | -1.5% |
| 6M | +13.3% | +31.3% | -18.0% | -1.6% |
| YTD | +6.8% | +18.0% | -11.2% | -2.7% |
| 1Y | +21.1% | +10.9% | +10.2% | +13.9% |
| 3Y | +231.0% | +160.6% | +70.4% | +90.5% |
| 5Y | +41.9% | +44.5% | -2.6% | +31.6% |
| All | +41.9% | +46.7% | -4.7% | +31.6% |
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