+240.5%
GM vs MMM
+319.3%
-78.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.1% |
| 7D | -3.4% | -0.8% | -2.6% | -2.9% |
| 30D | +2.7% | +14.4% | -11.7% | -6.3% |
| 3M | -0.4% | +1.8% | -2.2% | -2.1% |
| 6M | +13.3% | +31.3% | -18.0% | -6.0% |
| YTD | +6.8% | +18.0% | -11.2% | -5.7% |
| 1Y | +21.1% | +10.9% | +10.2% | +11.3% |
| 3Y | +231.0% | +160.6% | +70.4% | +59.4% |
| 5Y | +41.9% | +44.5% | -2.6% | +4.6% |
| 10Y | +205.7% | +75.9% | +129.8% | +76.9% |
| All | +240.5% | +319.3% | -78.8% | -12.2% |
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