+238.7%
GM vs MMM
+277.2%
-38.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | +0.4% | -1.6% | +2.0% | +1.4% |
| 30D | -1.8% | -8.0% | +6.2% | +3.5% |
| 3M | +2.6% | +9.4% | -6.7% | -3.3% |
| 6M | +14.6% | +10.2% | +4.3% | +7.0% |
| YTD | +6.2% | +6.1% | +0.1% | +1.0% |
| 1Y | +48.7% | +10.8% | +37.9% | +37.4% |
| 3Y | +168.3% | +104.8% | +63.5% | +53.1% |
| 5Y | +82.8% | +27.0% | +55.7% | +47.5% |
| 10Y | +226.2% | +53.8% | +172.4% | +108.4% |
| All | +238.7% | +277.2% | -38.5% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling