+157.1%
MMM vs GH
+431.6%
-274.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | +6.2% | -15.6% | +21.8% | +7.6% |
| 30D | +14.2% | -10.4% | +24.6% | +15.1% |
| 3M | +2.9% | -4.3% | +7.2% | +3.0% |
| 6M | +27.6% | +63.5% | -36.0% | +21.4% |
| YTD | +17.3% | +47.7% | -30.4% | +12.0% |
| 1Y | +15.1% | +56.7% | -41.7% | +9.2% |
| 3Y | +157.1% | +443.9% | -286.8% | +109.1% |
| All | +157.1% | +431.6% | -274.5% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling