+24.3%
MMM vs GLXY
-41.9%
+66.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -1.5% |
| 7D | +6.2% | -14.6% | +20.8% | +6.4% |
| 30D | +14.2% | -36.2% | +50.4% | +15.8% |
| 3M | +2.9% | -30.1% | +33.0% | +3.6% |
| 6M | +27.6% | -56.1% | +83.7% | +30.9% |
| YTD | +17.3% | -38.9% | +56.2% | +16.4% |
| 1Y | +15.1% | -55.0% | +70.1% | +16.0% |
| All | +24.3% | -41.9% | +66.2% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling