+23.9%
MMM vs GLXY
-38.8%
+62.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.8% |
| 7D | -0.4% | +5.3% | -5.7% | -0.6% |
| 30D | +12.1% | -19.8% | +31.9% | +12.6% |
| 3M | +1.4% | -31.4% | +32.8% | +2.3% |
| 6M | +26.6% | -53.3% | +79.9% | +29.6% |
| YTD | +16.8% | -35.7% | +52.5% | +15.7% |
| 1Y | +10.1% | -47.2% | +57.3% | +10.1% |
| All | +23.9% | -38.8% | +62.7% | +22.1% |
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