+54.4%
MMM vs GD
+190.3%
-135.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.1% |
| 7D | -3.3% | -5.3% | +1.9% | -0.5% |
| 30D | -7.0% | -6.4% | -0.6% | -3.7% |
| 3M | +10.8% | +5.7% | +5.1% | +7.0% |
| 6M | +5.8% | -0.9% | +6.7% | +5.4% |
| YTD | +6.8% | +8.2% | -1.4% | +1.0% |
| 1Y | +10.4% | +13.4% | -3.0% | +1.5% |
| 3Y | +104.7% | +68.5% | +36.2% | +48.0% |
| 5Y | +23.6% | +97.2% | -73.6% | -19.9% |
| All | +54.4% | +190.3% | -135.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling