+3,172.5%
MMM vs GAP
+2,227.0%
+945.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +7.0% | -0.1% | +7.0% | +7.0% |
| 30D | +18.4% | -5.4% | +23.8% | +19.5% |
| 3M | +4.5% | +2.9% | +1.6% | +3.6% |
| 6M | +33.4% | -4.4% | +37.8% | +33.1% |
| YTD | +20.0% | -11.6% | +31.5% | +20.8% |
| 1Y | +15.0% | -6.0% | +21.1% | +14.4% |
| 3Y | +165.0% | +78.0% | +87.0% | +124.1% |
| 5Y | +47.9% | +8.5% | +39.4% | +30.1% |
| 10Y | +79.6% | +8.6% | +71.0% | +40.2% |
| All | +3,172.5% | +2,227.0% | +945.5% | +1,105.5% |
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