+2,812.9%
MMM vs GAP
+2,258.2%
+554.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -3.3% | -4.5% | +1.2% | -2.6% |
| 30D | -7.0% | +9.0% | -16.1% | -8.7% |
| 3M | +10.8% | +5.0% | +5.8% | +9.4% |
| 6M | +5.8% | -17.8% | +23.6% | +8.1% |
| YTD | +6.8% | -10.4% | +17.2% | +7.4% |
| 1Y | +10.4% | -3.4% | +13.8% | +9.2% |
| 3Y | +104.7% | +111.5% | -6.8% | +67.6% |
| 5Y | +23.6% | +8.8% | +14.7% | +8.5% |
| 10Y | +54.1% | +32.9% | +21.2% | +15.8% |
| All | +2,812.9% | +2,258.2% | +554.6% | +971.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling