+78.1%
MMM vs GAP
+2.4%
+75.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -0.8% | -5.2% | +4.4% | 0.0% |
| 30D | +14.4% | -6.9% | +21.3% | +15.8% |
| 3M | +1.8% | +5.7% | -3.9% | +0.5% |
| 6M | +31.3% | +0.9% | +30.4% | +29.9% |
| YTD | +18.0% | -14.5% | +32.4% | +19.4% |
| 1Y | +10.9% | -12.1% | +23.0% | +11.6% |
| 3Y | +160.6% | +72.2% | +88.5% | +122.6% |
| 5Y | +44.5% | +4.5% | +39.9% | +27.9% |
| All | +78.1% | +2.4% | +75.7% | +33.9% |
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