+10.9%
MMM vs GAP
-9.8%
+20.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -0.8% | -5.2% | +4.4% | +0.1% |
| 30D | +14.4% | -6.9% | +21.3% | +15.7% |
| 3M | +1.8% | +5.7% | -3.9% | +1.0% |
| 6M | +31.3% | +0.9% | +30.4% | +29.6% |
| YTD | +18.0% | -14.5% | +32.4% | +19.8% |
| 1Y | +10.9% | -12.1% | +23.0% | +11.6% |
| All | +10.9% | -9.8% | +20.7% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling