+157.1%
MMM vs GAP
+67.6%
+89.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | -0.8% |
| 7D | +6.2% | -3.8% | +10.0% | +6.8% |
| 30D | +14.2% | -9.0% | +23.2% | +15.6% |
| 3M | +2.9% | +5.5% | -2.5% | +2.0% |
| 6M | +27.6% | -11.1% | +38.6% | +28.7% |
| YTD | +17.3% | -13.6% | +30.8% | +18.4% |
| 1Y | +15.1% | -2.9% | +17.9% | +14.4% |
| 3Y | +157.1% | +69.6% | +87.5% | +149.3% |
| All | +157.1% | +67.6% | +89.6% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling