+3,251.6%
MMM vs GD
+20,595.6%
-17,344.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.6% | +12.1% | +10.4% |
| 7D | +12.2% | +3.0% | +9.3% | +11.0% |
| 30D | +18.8% | +10.5% | +8.3% | +14.8% |
| 3M | +7.4% | -5.0% | +12.3% | +9.0% |
| 6M | +38.3% | +5.5% | +32.8% | +35.2% |
| YTD | +22.9% | +10.3% | +12.5% | +17.8% |
| 1Y | +23.0% | +8.2% | +14.9% | +18.7% |
| 3Y | +168.4% | +59.0% | +109.3% | +126.4% |
| 5Y | +53.0% | +104.3% | -51.3% | +18.0% |
| 10Y | +92.6% | +202.4% | -109.8% | +30.4% |
| All | +3,251.6% | +20,595.6% | -17,344.0% | +1,202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling