+27.2%
MMM vs GLXY
-40.0%
+67.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.5% |
| 7D | +7.0% | -16.2% | +23.1% | +7.4% |
| 30D | +18.4% | -30.6% | +49.0% | +19.6% |
| 3M | +4.5% | -27.7% | +32.2% | +5.1% |
| 6M | +33.4% | -53.3% | +86.7% | +36.5% |
| YTD | +20.0% | -36.9% | +56.8% | +18.9% |
| 1Y | +15.0% | -55.6% | +70.6% | +16.1% |
| All | +27.2% | -40.0% | +67.1% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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