+53.8%
MMM vs GAP
+34.2%
+19.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | +1.7% | -3.3% | -1.9% |
| 30D | -8.0% | +9.3% | -17.3% | -9.6% |
| 3M | +9.4% | +6.1% | +3.3% | +7.9% |
| 6M | +10.2% | -2.3% | +12.5% | +9.6% |
| YTD | +6.1% | -10.6% | +16.7% | +6.7% |
| 1Y | +10.8% | -4.4% | +15.2% | +9.9% |
| 3Y | +104.8% | +118.3% | -13.5% | +67.8% |
| 5Y | +27.0% | +12.2% | +14.8% | +11.1% |
| 10Y | +53.8% | +33.7% | +20.1% | +13.3% |
| All | +53.8% | +34.2% | +19.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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