+80.3%
MMM vs GD
+190.6%
-110.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +6.2% | -5.0% | +11.2% | +8.9% |
| 30D | +14.2% | +8.9% | +5.3% | +8.9% |
| 3M | +2.9% | -8.0% | +11.0% | +7.2% |
| 6M | +27.6% | +2.9% | +24.7% | +24.5% |
| YTD | +17.3% | +7.1% | +10.2% | +11.2% |
| 1Y | +15.1% | +5.9% | +9.2% | +9.7% |
| 3Y | +157.1% | +53.9% | +103.3% | +96.2% |
| 5Y | +45.1% | +95.4% | -50.3% | -5.7% |
| All | +80.3% | +190.6% | -110.2% | +3.3% |
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