+32.7%
MMM vs GD
+2.4%
+30.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.0% |
| 7D | +5.9% | -3.9% | +9.8% | +6.0% |
| 30D | +14.7% | +8.1% | +6.7% | +13.3% |
| 3M | +3.6% | -6.8% | +10.3% | +3.6% |
| 6M | +32.7% | +3.0% | +29.7% | +33.7% |
| All | +32.7% | +2.4% | +30.3% | +33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling