+29.4%
MMM vs GD
+97.9%
-68.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | -3.3% | -5.3% | +1.9% | -1.1% |
| 30D | -7.0% | -6.4% | -0.6% | -4.4% |
| 3M | +10.8% | +5.7% | +5.1% | +7.8% |
| 6M | +5.8% | -0.9% | +6.7% | +5.8% |
| YTD | +6.8% | +8.2% | -1.4% | +2.3% |
| 1Y | +10.4% | +13.4% | -3.0% | +3.2% |
| 3Y | +104.7% | +68.5% | +36.2% | +57.6% |
| All | +29.4% | +97.9% | -68.5% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling