+457.2%
GS vs MMM
+84.0%
+373.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +1.6% | +7.0% | -5.4% | -2.2% |
| 30D | +1.7% | +18.4% | -16.7% | -7.7% |
| 3M | -11.6% | +4.5% | -16.1% | -14.0% |
| 6M | -1.9% | +33.4% | -35.3% | -17.3% |
| YTD | +5.1% | +20.0% | -14.9% | -6.7% |
| 1Y | +16.4% | +15.0% | +1.4% | +5.9% |
| 3Y | +199.0% | +165.0% | +34.0% | +57.8% |
| 5Y | +157.4% | +47.9% | +109.5% | +97.3% |
| 10Y | +457.2% | +79.6% | +377.6% | +273.8% |
| All | +457.2% | +84.0% | +373.2% | +273.8% |
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