+27.6%
MMM vs GAP
-9.9%
+37.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | -0.9% |
| 7D | +6.2% | -3.8% | +10.0% | +6.8% |
| 30D | +14.2% | -9.0% | +23.2% | +15.0% |
| 3M | +2.9% | +5.5% | -2.5% | +3.2% |
| 6M | +27.6% | -11.1% | +38.6% | +27.6% |
| All | +27.6% | -9.9% | +37.5% | +27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling