+45.3%
MMM vs GAP
+5.0%
+40.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | -0.7% |
| 7D | +6.2% | -3.8% | +10.0% | +6.9% |
| 30D | +14.2% | -9.0% | +23.2% | +15.9% |
| 3M | +2.9% | +5.5% | -2.5% | +1.7% |
| 6M | +27.6% | -11.1% | +38.6% | +28.9% |
| YTD | +17.3% | -13.6% | +30.8% | +18.5% |
| 1Y | +15.1% | -2.9% | +17.9% | +14.0% |
| 3Y | +157.1% | +69.6% | +87.5% | +120.9% |
| All | +45.3% | +5.0% | +40.3% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling